Here’s a paraphrased transcript of the clip:
Mikkelsen: He’s not in a super nice position. So, I mean, leaving is a big word. I mean he didn’t really have a choice. But, I think he’s the most guilty man in the world and I think that’s been very hard to cope with. But, if there was a way out of there, he would have taken it.
It’s looks like Galen didn’t have a choice to work on the Death Star. I would imagine the Empire threatened Jyn and Lyra, causing Galen to leave them and join the Empire. We see Galen with blood on his mouth during the final Rogue One trailer, so maybe he gets resilient at some point.
Thanks Punished Lemon Cake for the heads up!