I think maybe that might be a problem at times, yes. I think it's not weird to have feelings about it, but I think it's probably not healthy. But I also think I have had similar feelings at times. Many times, I will think about mistakes I made long after the situation... and if I think that they are the cause of some other problem I am experiencing, I probably will feel guilty accepting someone else's sympathy or concern for me.
Ideally, I think it's healthier to forgive ourselves for mistake we made, remembering we can not change the past. But instead, work on understanding why the mistake happened, because then, at least for me, I think understanding why something happened helps me figure out how to minimize the chances of it happening again.