Gaster has seen every possible outcome of the fallen human entering the Underground - including one where they kill everyone, including his sons.

Urania wishes she didn't know about all the people her father has hurt/slept with/both.

Phoenix...I don't think would wish not to know anything, because he's used that knowledge, to the best of his abilities, to make things right.

Lup wishes she didn't know about the giant, universe-hopping plane of existence that consumes entire planar systems.