Yes but both times it was impossible to save them. I understand why he became so upset about it, but really there was nothing he could have done. If Zack couldnt kill all those stupid military men when he didnt have mako poisoning, then Cloud couldnt have with or without the mako poisoning.
And Sephiroth was coming down from the sky, Cloud was too late for Aerith. It's sade but in the long run he saves more lives than he doesnt.