When Pee-wee was engaged to Winnie, he thought he had it all and he was young and naive and he cheated on her with a trapeze artist named Gina. Winnie found out and it must have been the biggest regrets of his life.
When ever Vance saw Zsa Zsa he would run away but when the movie ended they were together so it proves that anyone can fall in love and not have regret like pee Wee who cheated because Gina liked to fool around and Winnie did not want to at lunch, imhO
Agreed. Pee-Wee definitely did not have any regrets about leaving Winnie.
The question is, does he live happily ever after with Gina? Yes he accepts the gift that she has saved for the man she loves. But it's never truly established that they go on and have a life together.