I didn't think the X-Men showed much remorse for losing Frost in the end, but then again these are the same X-Men who did nothing but complain when Cyclops was morbidly depressed ("Who cares if the love of his life is gone!? He should be the first one in the Blackbird, damn it!") or treated Archangel no different than any other villain after one episode. I've sometimes considered this incarnation of X-Men the least compassionate version, albeit they're more sensitive than the movie X-Men, at least circa X-MEN 3.
I will concede that on a second viewing, Cyclops looking over his shoulder at Frost's sacrifice is more noticable than when I first viewed it months ago. Maybe I was originally expecting something more protracted, but the finale had enough to do. Still, Season 2 will not be the easiest thing to write. It will be hard writing Scott having any feelings for Frost without making him seem like a total a-hole to Jean and the X-Men for putting everyone through so much turmoil over Jean, and now he doesn't care.
On the other hand, if the writers successfully transition from one romance to another and forgo the "destined love" analogy that persists in many cartoons, that will be something extraordinary. It's a swing or miss kind of situation.