Philosophically, I would argue that you did not complete the game.
You skipped several levels and saw only some percentage of the intended content, gameplay, story, etc. Games in general, and Ecco the Dolphin is no exception, are very much about the journey and not just the destination. You missed out on themes & experiences like isolation, making friends with those outside of your in-group, conservation, time travel, communing with dinosaurs and, of course, space travel.
So, you really shouldn't have felt so guilty.
There are plenty of people who would argue that getting to end credits means beating the game.
You can however say that skipping levels also skips the story, so they did not finish the story.
Does that mean that taking warp zones in Mario doesn't count as beating the game?
I wonder if this will make him feel guilty for feeling guilty