Why is Victor upset about Justine's execution in Frankenstein?

Victor Frankenstein is upset when he learns of the death of the innocent Justine because he is responsible for her execution, and he suffers from his own guilt as well as anxiety about what future events may occur.

Having formed his creature from human parts that have beauty, Victor Frankenstein is shocked when this creation comes to life and the artificially combined beauty somehow becomes monstrous. He is horrified at the perversion of nature as he looks at his creature, who mutters inarticulate sounds and smiles at him just as a newborn would. In his terror Victor flees the creature. Afterwards, he falls seriously ill, and it is only the arrival of his friend Henry Clerval that prevents Victor from worsening. During the time that Clerval cares for his friend, Victor never reveals what he has done. In fact, he takes up the study of languages and poetry, abandoning science and denying to himself his act of preternatural creation. And, as his health returns to him, Victor warms to the friendship of Clerval, who has "called forth the better feelings of [his] heart," teaching him to love nature and the innocence of children.

However, Victor's happiness is shattered when he receives a letter from his father informing him of the death of his beautiful five-year-old brother, William. In the letter his father also begs him to come home to console Elizabeth, who weeps continually. Victor prepares for his return, but on the night before he leaves, he suffers from his anguish for having created his "own vampire" that he feels has destroyed what has been dear to him.

After his arrival near Geneva around midnight, Victor witnesses his creature "among the precipices of an inaccessible mountain." He ponders how he can inform his family of this monster, who has probably committed the murder, and yet be believed. It is then that he concludes that his tale would be considered incredible and the "ravings of insanity." In addition, Victor feels that no one would even be able to catch this creature: "Who could arrest a creature capable of scaling the overhanging side of Mont Saleve?"

Therefore, Victor remains silent. Even more selfishly, Victor rationalizes that he will suffer more than the innocent Justine since his guilt must be borne by himself for the rest of his life, while Justine, who is consoled by her innocence, will be freed by her death:

The poor victim, who on the morrow was to pass the awful boundary between life and death, felt not as I did, such deep and bitter agony.
But I, the true murderer, felt the never-dying worm alive in my bosom, which allowed of no hope or consolation.

Victor Frankenstein knows that his beautiful little brother and the sweet, innocent Justine would be alive if it were not for his egotistical idea of creating his own being, and he is tormented by his responsibility for these wrongs.