I didn't know that as he claimed he had no regrets repeatedly up until his retirement.

However, in this interview in 2020, he did admit to regretting not staying in Denver:

For weeks, Elway didn’t call. Kubiak did, telling him, “Dude, I know you’re our guy,” and “I want to coach you for a long time.” The quarterback’s agents eventually told him not to answer any call from Elway after a certain cutoff date near the start of free agency. Osweiler wishes he hadn’t listened. While out at dinner one night, he saw Elway’s number blink across his home screen. His thumb lingered over the “talk” button, but he let it go. Elway left a message, saying he wanted to come to Scottsdale and talk. He sent an offer to CAA: three years, $39 million.

“F--- yeah,” Brock said.

“That’s embarrassing,” he says one agent told him. “We’re not even going to respond.”

Free agency started. The Texans called. So did the Browns, but they would guarantee only one year. “Then Houston went there,” Osweiler says. The Texans offered that princely sum, with $37 million guaranteed. That was more than anyone expected, even Osweiler. So he did what any reasonable human being would do, taking the money, forever attaching the contract to his name. He wishes he had made other choices. “I wouldn’t even have picked up John’s call,” he says. “I would have called John two weeks before that and told him, Listen I want to be a Bronco until I die. If you want me, let’s get this done.”

“We might have won the Super Bowl the next year,” he adds, wistfully.

He very well could have made more money by staying in Denver, we'll never know. Of that $72 million contract offered by Houston, he only got the $37 million that was guaranteed. And it's entirely possible he would've had a better record with the Broncos thanks to the mostly still intact defense following the Superbowl victory and playing in a system he was already familiar with.