"I shouldn't have gone out with you Vincent. I should have just stayed indoors silently and waited for the lord to come back".
Finn is filled with regrets. If only he had minded his business and just stayed still in the mansion, he wouldn't have been caught up in this mess of a situation.
And it is not as though he did it for the fun of it. He does have a valid point for wanting to explore with Vincent.
After Mikeal had revealed how he had great expectations of Finn on this journey?... Well, that statement alone was enough to set ablaze a tumult within Finn.
Throughout the journey, he has not had a proper moment of respite. He just could not help thinking of what ways the lord had expectations of him, and what was he to do to not fall short of his expectations.
He proposed to follow Vincent as he had presumed he could gain enlightenment if he was surrounded by foreign things and different individual characteristics.