Does a WS also carry that ingrained layer of sadness, for what they lost and traded for 'good times'?
I love how you worded this as "ingrained layer of sadness", I think that's very much what it is like as a WS as well, however, I say that with the caveat that I think a WS can't really get to this point until they can see past themselves, and that takes a lot of repair to one's soul. WS's, pretty much by definition, have lost (or severely damaged) their own humanity. Before a WS even begins their betrayal, they have already come to a place where their own dignity and self-respect no longer exist. If it did, they would never had been able to have an affair, for their own sake's if not the sake of their spouse as well. The sadness most WS's experience early on is really shame in disguise. Yes, they are sad for what they lost, but not in the way you mean it. At that point, they are sad for themselves without a greater sense of empathy for others, and they often view their sadness through the eyes of a victim rather than taking ownership of their part in the outcomes.
All that being said however, if the WS can get back to a place where their humanity/soul returns, and along with that, the overwhelming sense of the depth and breadth of the damage they've caused, to both themselves and to others, then yes, what they are left with is a profound sense of sadness. The needless damage and loss from their actions is breathtaking. Worse yet is the knowledge of the part they played in it all, of who they became (or who they weren't might be more accurate), of the permanent damage done to the lives of those they love and were supposed to protect, and the knowledge that they and they alone, bear the burden of all of that. The damage done to others. The damage done to themselves. The damage done to the universe even.
And so what was once overwhelming shame, now becomes perpetual sadness, grief, and a sense of loss. It feels as if there is never enough air in the room to actually breathe sometimes. It feels as if joy is buried in the backyard, so close but so unobtainable. It feels like losing a limb, but somehow this limb was part of their soul, and it's gone now. And it is permanent. And it is the legacy they, sadly, carry with them for the rest of their lives.
One thing I'll say is, as a WS, I was stuck in that "shame spiral" for so very long, and it took me forever to not only figure that out, but moreover, understand how selfish it really was, and how it continued to lock me into a way of thinking only about myself. I was unable to carry the sadness you speak of, because I lacked the humanity to do so. So now, even though I now see this "persistent sadness" as a natural consequence of the trauma that occurred, I also have a lesson that I need to carry forward, and that is, to simply not get lost in the sadness. It is there, and I honestly don't think it will ever go fully away, but I can choose to lose myself to it, or to learn and grow from it. I can allow myself to feel it, but now, it is not my pain nor my burden alone. It is shared by my wife, and it is shared by my kids, and by everyone in my life to one degree or another. We have a shared story, a shared experience, and so we share the sadness from it. And so I know I need to be there, both for them, and with them, so that we can not feel so alone in it. In a way, I owe it to my wife and kids to feel and own that sadness, as they need to know that I understand what I did, and how it affected them. But I also owe it to them to crawl past the sadness and lift them up as best I can, because that's how people with souls treat the people they love. We do all we can to lift them up, even when we need lifting up ourselves.