残念に思う (feel regretful)

The set phrase 残念に思う, 'feel regretful, feel sorry, feel disappointed, find it regrettable.' Built from な-adjective 残念 ('regrettable') in adverbial 残念に + 思う ('think'). Standard polite frame for reacting to bad news or unfortunate outcomes — emotional states expressed as a kind of 'thinking,' a productive Japanese pattern.