Haha, yeah that's funny. Poor old Shino.
I think he just complains like that cause it's funny. But I do not think it would have made a difference. Sasuke wanted to leave, he wasn't being taken away. Even IF they'd brought him back, Sasuke would have left again.
Also, he would have needed to stay and fight Kimimaro with Lee. Kimi was too much for Lee & Shino would have known it.
Also, the sand Ninja helped and it still made little difference to Sasuke's coming back.
So no, I think not.