Context: The characters are walking together after going to a work thing.
I'm stumbled on this use of なんてなんてよかったのに here. From context I can gather the character is saying it was fine to not see him off?
Given his answer is "I was the one that called you during a holiday (so at least I can do this much) I know なんてよかったのに is used to express regret but I don't quite see why it would follow "Because it's cold"