Isn't the whole point of hanging out with someone the act of doing stuff together? Watch TV together, cook, eat, drink, cuddle, talk, game...whatever. But there's no sense in hanging out with someone if you're both doing your own thing. (of course it is different if you live together)
What do you mean by him *entertaining* you? You make it sound like he's going to some great effort over and above just spending time with you. Is this interpretation correct? Has he told you that you're a burden? If not, why do you think you are a burden?
Unless there's info you've omitted, I think the only problem is that you're over thinking.
Never regret anything that has happened in your life. It cannot be changed, forgotten or undone. So, take it as a lesson learned and move on.