Your wording is poor, but you are right in a sense. If I've never run, I won't finish a triathlon and expect to be completely fine the next day.
If your body is utterly out of shape, i.e. you're morbidly obese, you don't start with running. You start with walking and slowly move to running. In that case, you won't regret walking, not running.
Walking has the same problem really. It's not low-impact. You may be feeling pain in your ankles, knees, feet, etc., for a few days. It's likely to negatively impact your general activity level during that time. You may still not "regret" it, but it's a very strange statement to say nobody ever has. I know I have!
If you're 100lbs overweight, it's roughly the same effort & same strain on joints as a person 100lbs lighter carrying a 100lb backpack.
Also, even if you walk back home after an injury, you might regret running. You started your run able to run, now you're disabled!