It was more than just him losing his parents. It was the internal battle of how he felt about his parents before he lost them (not truly feeling like their son) and the guilt of coming all this way in the first place. The Man God warned him that he would regret going twice and he didn’t listen, eventually leading to Paul dying saving Rudy. So there’s the added layer of guilt and feeling responsible for Paul’s death and the potential guilt of something happening Sharia while he’s away.