As much as I disliked the whole Rogue/Magneto pairing (and I did, very VERY much), I assume KT decided not to have Rogue say outright that it was a mistake (though it was, IMHO) because there are fans of that pairing, and she didn't want to trash their 'ship.
That being said, I think she did say it in a far more subtle way: Rogue's whole monologue made it sound like it was a mistake and the art seemed to show that it was even painful for her to talk about it aloud. No names mentioned, like he was an inconsequential rebound. That's what I think anyway. . . :)