On the contrary. If all actions lead to regret, then it is regret which is meaningless, not the actions themselves.
The same holds true for life. All our lives end in non-existence, but it is non-existence which is meaningless, not the life that's lived. Music is beautiful while it is being played, not only once it is over.
It may sound strange, but I found it very funny. I've had the same thoughts myself. As someone who sometimes worries a bit too much about making the best life choices, it's darkly funny to think that for all my planning, I'll probably find a way to regret and hate my attempts at thoughtful and wise decisionmaking in the future no matter what path I choose.
The article that made me realize this was Mark Manson's "The Most Important Question of Your Life" (https://markmanson.net/question). It's probably one of the best articles I've ever read.
Kierkegaard is often great subdued, ironic fun. I share his native language, and always have the sense that he somehow loses a layer of his most subtle humor in translation.
I also found it funny. As someone who overanalyzes things constantly, I often get into thought loops that lead to regret before I’ve even taken an action.
Learn from that then, for the future, do what you won't regret in the future.
But be aware, it can cause its own issues. Example, dating and saying what you really feel when you do. It can cause things to end quickly, but at the very least you won't regret not having said what you felt. :)
Regrets are chains you put on your own legs that weigh you down for the rest of your lifes journey. Just put them aside and agree not to wear them again in the future.
Regret is the essence of expecting your past self to know the things that only your present self knows.
As long as you don't make a habit of doing things you know in advance that you will regret, then you have nothing to regret at all: all your experiences, good-bad-and-otherwise, make you into the person you are.
True, but people who tend to regret things (not me) have a real knack for arguing conclusively why they could, should and actually have known all along that they were making a mistake.
And often it's actually true, but they erase all memory of the trade-offs they were considering at the time and disregard the possibility that acting differently might have led to an even greater regret.
So I think the Kierkegaard quote is not so nonsensical for people who - unlike yourself and myself - are prone to regrets. If you're bound to regret everything anyway then the feeling of regret driven by "why was I so stupid??"-logic may lose its intensity.
The same holds true for life. All our lives end in non-existence, but it is non-existence which is meaningless, not the life that's lived. Music is beautiful while it is being played, not only once it is over.