I believe they are cursing you to an "unending sorrow" by killing you. Maybe making you sorry you ever attacked them. Them aplogizing doesnt sound very "draugr" like as they would kill anyone who threatens their rest, or worship of dragons, as draugr are cursed with undeath for worshipping them.

Or, maybe they are expressing that they'd rather be dead, and they're going through unending sorrow

Well, I dunno, Mirkrilaar... Can't undead have a change of heart? I mean, I thought about this awhile after... wouldn't a thousand year reflection change them, making them attack only because they are forced to? Maybe I believe too much the best of people. Even undead.

Not really. They are devoted to worshipping the dov. Its their only way of life. Draugr are set in their ways, somewhat by force, somewhat by will.

And also, they try killing you...

'nuff said