"For when they speak great swelling words of emptiness, they allure through the lusts of the flesh, through lewdness, the ones who have actually escaped from those who live in error. While they promise them liberty, they themselves are slaves of corruption; for by whom a person is overcome, by him also he is brought into bondage. For if, after they have escaped the pollutions of the world through the knowledge of the Lord and Savior Jesus Christ, they are again entangled in them and overcome, the latter end is worse for them than the beginning. For it would have been better for them not to have known the way of righteousness, than having known it, to turn from the holy commandment delivered to them. But it has happened to them according to the true proverb: 'A dog returns to his own vomit,' and, 'a sow, having washed, to her wallowing in the mire.' "—2 Peter 2:18-22
I can't think of a worse fate than to have been regenerated and sealed by the Holy Spirit and then return to the mire. It would indeed have been better to never know the way of righteousness in the first place.