For the headphones themselves, not really. The only headphone that I could say I regret purchasing is the Fidelio X2HR, because it was so uncomfortable, but I returned it for a refund, so not really a regret.

There have been plenty of times when I've been initially disappointed with the sound of a headphone, like "I thought there would be more of a difference", but it's never turned into regret. Either I appreciate that headphone more over time, or I consider that headphone a good learning experience. The more headphones I try, the better I learn to discern and articulate the differences between them. I read something once that went like "I only regret making a choice if I ended up worse off than if I hadn't made it". Maybe not the best perspective for all of life's choices, but within the realm of headphones, that's the view I take. No headphone I've ever bought has permanently degraded my enjoyment of music, or of headphones, so I don't regret any headphone I bought.

I think it's interesting that you said, "Each of them is perfect in their own way". For much of my headphone journey, I was focused on finding a headphone that perfectly fit my preferences and did what I wanted a headphone to do. Now that I've more or less reached that point, I'm more interested in finding out what a headphone was meant to do. To judge a headphone based on how well it does what it was designed to do, and not judge it based on my preferences and what I want it to do. I've found that sort of open-minded approach to be so much more relaxed and enjoyable than looking for flaws and finding ways to reject a headphone because it doesn't fit my view of what a headphone should be.

I suppose my only regret from buying headphones is that it has skewed my perspective on what is expensive. I recall seeing the price of the Nvidia RTX 4090, at $1700, and thinking "oh not bad, that's about the price of the HD800S". Meanwhile, the rest of the PC hardware crowd was having a meltdown over the price.