"Failed, I have." I always felt there was a lot more regret behind that line than it simply referring to how he lost the battle with the Emperor. Yoda knows he and the Jedi lost the larger game and shoulders his share of the blame. That's why he opens himself to Qui-Gon's ways, he knows it's time to unlearn what he has learned. I think Yoda going into exile after the events of III works better than him deserting in the middle of the war.