Well, I think the point is that 'deathbed' scenarios can be useful - what one can imagine regretting - in remembering what's important in life. Proverbially, no-one wishes they'd spent more time at the office. It's just hard to imagine wishing that, given most office jobs. Regretting not spending more time with friends, family, loved ones seems not unlikely. ‘My only regret’, Keynes said, ‘is that I have not drunk more champagne in my life.’
Importance is relative and your personality and values tend to change over the course of your life. The version of you that lies on a deathbed has no future, his mental state is probably not in the best condition and his final regrets aren't going to last for long.
Regretting that you haven't done anything significant in your life is as probable as regretting you haven't had enough fun.
>Proverbially, no-one wishes they'd spent more time at the office.
Plenty of people who lost their jobs and opportunities because they shirked on work wish that. I've personally wished I'd spent more time at the office, so it is definitely not "no-one" who wishes that.
The broader point here is not to confuse what we want to be -- either the stories we tell ourselves or chew-on from emotionally inspiring stories -- with what we actually are as animals trying to survive in this crazy world. It's not conventional wisdom that what you think now matters more than on your deathbed, but one shouldn't be a slave to conventional wisdom so severely that they can't conceive of non-conventional wisdom as true.
You also don't need to worship someone's word just because they were famous. If Keynes wanted to contribute to my happiness, he needs to do more than produce trite quotes. Perhaps champagne would have lead to that, but it is doubtful. In any case, real people aren't playing a statistical game; whether or not I am likely to regret something is analogous to whether or not I am likely to live with a German Shepherd. Statistics say "no", but the truth doesn't need to confirm or support that, because the statistics are based on missing information that I actually possess. The information you possess about your own life is a tool you should leverage to ignore such silly quotes.
In any case, how you feel on your deathbed is about the least relevant feeling you will ever have in your life.