You skipped several levels and saw only some percentage of the intended content, gameplay, story, etc. Games in general, and Ecco the Dolphin is no exception, are very much about the journey and not just the destination. You missed out on themes & experiences like isolation, making friends with those outside of your in-group, conservation, time travel, communing with dinosaurs and, of course, space travel.
So, you really shouldn't have felt so guilty.