"sorry"一般用来表示对事情的歉意或者对某事情的同情。比如：
I am sorry to hear that...
I am sorry if I did anything wrong...
这里您所需要表达的“遗憾”应该用另外一个词来表达"pity",比如您可以这样来表达：
It a pity that we havn't received your order, but we hope that we could co-operate next time. Thank you for your interest and support.
很遗憾这次没有得到您的订单，但是我们希望下次有机会合作。谢谢您的支持和关注。
个人建议，仅供参考。
