Yes, Attack of the Clones should have spent a little more time developing the relationship between Anakin and Owen. A couple of scenes showing them interacting would have been more than enough to establish Owen’s perspective and make his attitude toward Anakin more understandable. However, I’ve never considered it a particularly major problem.

Personally, I’ve always interpreted Obi-Wan’s line, “He thought he should have stayed here and not gotten involved,” as referring to something Owen had told him at some point between Episode III and Episode IV. To me, it makes perfect sense that Owen would have told Obi-Wan that Anakin should have stayed on Tatooine instead of becoming a Jedi, especially if Obi-Wan had told him that Anakin died during the Jedi Purge (since I doubt he would have told Owen the truth).

After all, A New Hope implicitly establishes that Owen and Obi-Wan had a history of interacting before the events of the movie. The fact that they had crossed paths several times, and had even argued on occasion during the years between the rise of the Empire and the beginning of A New Hope, is already part of the continuity established by the OT itself.