Despite being “one with the universe” and all that, I’m fairly certain that Splinter feels at least a little guilty about leaving a bunch of orphaned sixteen year olds behind. He is still their father after all.
To be honest, out of all of the reactions for Mikey’s death, Raph’s was the one that stood out the most. I mean look at him. His face expressed it all, even after Mikey vanished. Fear, worried, sad, angry, everything. I’m pretty sure we always get to see an angry Raph ( nothing wrong about that I love angry Raph ) but barley any other emotion like this.