I'm so sorry that this happened to you and your husband. I'm sorry that you're left asking questions like this. 

My mum said a similar thing. She wrote a letter to me when she knew she was dying, to be opened after she had passed away. She said lots of things in the letter, but the thing that stands out the most was that she apologised for leaving me.

For her, I think it came down to her feeling like she had in some way let me down. Throughout he time living with cancer she was repeatedly told that she was "brave" and congratulated for "putting up a good fight", which, whilst well meaning, implied that anything less than being able to fight back successfully was almost a failure. 

I think it's possible that my mum considered her passing to have been a show of weakness, and that perhaps she could have "fought harder" or done things differently. 

Only your husband really knew what he meant when he made that comment. It's also possible that it was a fleeting comment made at a time when he would have been experiencing a huge range of different emotions. The important thing is to remind yourself that he was so much more than his final few weeks on earth, and to focus on the happy memories rather than over analyse the final ones. Xx