Well, be sorry. Of course when you hit or step on someone, apologise. Or when you refuse to dance with someone, it's also better to say no with sorry than without it. But don't feel bad at all in cases you just didn't catch some move. It's totally all right to do something else than leader wanted. Of course I mean when it's within the limits; going to the bar instead of the turn is not in those limits. :-)))
You know, even when I try to not be the same all the time, in the end, I have some set of variations, some set of crazy and funny moves and if all followers would be the same, I would be bored. It's good to do something else. Even if it's a mistake, it's good because then I cannot continue as I would do in most cases. It brings a lot of variations and I like it.
So, please, next time you messed up something, don't say sorry. Smile and do what you like and feel instead. :-)