Laz didn't do this because he was feeling guilty. He didn't decide to hunt down these cockroach like creatures due to some sort of need to be a hero, nor did he feel that he did anything wrong by letting them out of their world and into his. It was up to Laz to bring the people home who had trusted him with their lives and that was why he did what he did.
And he doesn't regret that decision.
The reason he decided to go after these creatures though was because they were causing havoc, injuring and killing innocent people and there was no telling what the long term effect of them would be.
What if they mated and dozens or even hundreds more of them sprang up?
That could be a problem.
