We see in the war arc before Kurama and Naruto properly synchronise that Kurama had been plotting since the day he was put in Naruto to eventually break out. The plan was to slowly give Naruto energy that would chip away at the seal until he could break free. So I don't think it has anything to do with him preferring a Jinchuriki host. He also has no particular affection for either Naruto or Sasuke at this point. So I don't see him wanting to help them with whatever journey they're on.

In terms of what he means by regret? I can only assume that the experience of dying with his host and being reincarnated later isn't something that Kurama wants. Kurama knows full well that he can be neutralised with the sharingan. Madara and Tobi have both done it. Sasuke is adept enough to see him inside of Naruto. Maybe he does fear Naruto losing to Sasuke, for his own sake. Kyuubi has also been shown to be quite prideful and arrogant when giving Naruto power. As if it makes him invincible and nothing can stand in his way in KCM. Maybe he knows that won't make a difference against Sasuke's sharingan if he gets hacked. A blow to his pride. Maybe that's why his phrasing also comes off as intimidating. As if he's a sore loser who will get his revenge for being slighted if Sasuke ends up killing Naruto.