I think it means that they didn't imagine being in whatever situation they are in. That they had plans or an idea of the future that has not worked out.
eg my grandad. Who did work bloody hard all his life. As did my grandma. They worked, and saved, paid off their mortgage, saved loads for their retirement. Planned to enjoy it.
My grandma got altzheimers and my grandad lost much of his sight due to glaucoma and much of his hearing due to working in a very noisy environment for many years. Eventually my grandad could no longer care for my grandma (even with all of our help) and she went into a home. Then she died.
he lived alone in that house, missing her with all his heart. deaf. blind. refusing to come live with my parents. refusing to have anyone live with him. He died of cancer recently.
He said that if he had his time again, he wouldn't bother working so hard or buying his house, or saving. He'd just have spent it as he earned it.
He was a lovely man and I miss him so much. But he was mad as hell about how his and my grandma's life ended. It wasn't what they'd planned for, hoped for, dreamed of.
Now I know none of us get any guarantees in life, but I don't think you can blame someone for being upset when it all goes so badly.
My grandad certainly felt that he'd wasted his time working so hard, saving for a retirement that he never got to enjoy.