My SOLE regret was fair Elisif left forlorn and weeping...

What about the many Nords who gave their lives for Skyrim and were only betrayed in the end with the Concordat? What about the fact that your own people are being taken away and murdered for no reasons while you stroll around in Sovngarde like an idiot? What about the fate of the throne of Skyrim and the potential Interregnum or Civil War that is going on? WHAT ABOUT SKYRIM ITSELF AND THE FATE OF THE NORDS? Is this the only regret that you want to delivered as a farewell to the rest of the world by the Dragonborn?

Ulfric is right, this playboy cares more about his equally incompetent wife than his kingdom or people not to mention despite his love for Talos he isn't willing to do anything about the ban. A true king of Skyrim should care for his people and be willing to give his life so that his purpose could be fulfilled. As much as I dislike Ulfric's personality sometimes, he at least has Skyrim in his heart and would gladly lay down his life rather than stand for injustice.

Torygg's characterization is consistent to the end. Self-absorbed milk drinker.

Yup, pretty much.

I think you need to read this as him not regretting standing up to Ulfric's challenge, even though it meant his death. He only regrets the impact it had on his wife. I can't see that as selfish at all, honestly.