Sadness while committing sins is a sign of a believer:
Ibn al-Qayyim, may God have mercy on him, said:
"The believer never obtains absolute pleasure from sins, rather he does not sin except that sadness is in his heart. And when his heart is empty of this sadness, then he mourns the death of his heart."
[From Darij al-Salikin | 1/180].