And i - never regretted upgrade to lighter wheels, i may had regretted only how much it costs
, but not in my case, as wheel upgrades came in way of wheels bought used for 1/4th of price. I suspect, that some of your regrets may have been not because of you feeling car behaving worse vs to your liking, that you may have changed several things during those times (eg. different tires, or other upgrades, or wheel size (eg. width or offset, changing feel not by weight, but due different scrub radius), not single variable of reducing weight with rest staying same. Or that you got dissapointed, that improvement was too slight for it's high cost.
And subjectively i felt improvement on street in performance / comfort / handling feel. Change was subtle but it could be felt and it was overall positive. Of course, if OE wheels had been much heavier (not the case. Twins wheels are far from being VERY heavy OE wheel), difference would be more drastic. If you wish to experimentate with feel change and want to make difference bigger, you can borrow some 17" steelies and try to switch between those (and even OE wheels).
As for aiming to keep balance "as engineers intended to" .. it's fine wish .. just that imho lighter wheels are wrong subject to aim that wish to. As i already wrote, in post before, something like different, much grippier tires will impact balance, and with going to grippy tires worth eg. stiffening suspension/spring rates/reducing slack in bushings or car will roll too much, due higher cornering speeds ride on bottomed out dampers more often, squishiness & play within stock soft bushings will get more pronounced and so on. But with only lighter wheels if you feel that it may throw off "balance" of sorts, it's not so. Dampening/rebound/spring rates are more for car, not for unsprung mass (which is relatively small portion of whole car/vs sprung mass, so lighter wheels will reduce little enough both unsprung mass and even more so total mass for that to never be and issue. If eg. some coilover maker wrote, that their dampers can be used with spring rates different by +25% .. will car mass change by 1% really "trow off balance"? Heck, even damper manufacturing variances probably are much bigger then that, or dampening changes from wear by mileage).
Only problems with lighter wheels (rest being same) are not related with suspension balance, but 1) with budget, as the lightest (eg. top manufacturer monoforged wheels) cost too much, and the price/performancy is bad for eg. forged wheels set costing $3-4K new (if it wouldn't be so, all cars as OEM wheels had forged very lightest ones, but due costs those come as OE only on expensive upmarket sport cars) 2) sometimes wheels are too overlightened and might get compromised rigidity/strength of wheel, and might be too easy to get damaged/bent (eg. heard that about kosei K4R, which are cheap, weight same as forged wheels but are cast .. and seen posts that they often can be bent). Take it as given, that lighter wheels, rest being same, will always improve performance, grip, handling, and partially comfort if they are strong enough and if one can afford to overpay a lot for slight change. Expensive car makers can afford, track teams aiming for any slightest gain no matter the costs can afford, for cheap cars - OE wheels are heavy cast or even steelies only to get within budget, not "because of balance". BUT! if car owner upgrades wheels anyway for looks/personalisation reasons .. why not aim to get lighter ones too?