I think the correct answer is both: yes, they do feel badly about their behavior which none of them could have predicted when they became marooned on the island. And yes, they are happy to leave. They are still children, after all, and like most children long for guidance and someone else to assume responsibility.
For example, in Chapter Twelve, we witness Ralph's relief in both of these ways: "Ralph wept for the end of innocence, the darkness of man's heart, and the fall through the air of the true, wise friend called Piggy."
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