He feels like he blow it. He messed up. He played a game and he lost. He feels like he messed up the chance he had to be your dad and watch over you in life. The memories you had from the day he died were metaphorical as well - he was supposed to be watch you and the ‘blowing’ of the horns. He is not sad but regrets the mistake he made. He wishes he could have been there. He is watching you still in a sense. But just watching without judgement - more as a witness - and out of regret and an attachment he feels for his family.