I have quite a bit of near misses, but they mostly range from my childhood to the end of the "stupidity age" (~ 20 years), so I feel they are not so bad, and in any case they are easy to revisit , but some still bug me. In chronological order:
Romania (and more): it was a long trip as a kid with my parents, so I cannot really complain. Still, I think we missed many interesting sights on the way, and my father's visiting style of "seeing passing by car" did not help a lot.
Graz: school exchange at 13/14. Too young, too stupid. And no real visit ever of the city was organised by our teachers.
Barcelona: like winterkjm, it seems I totally missed many spectacular Gaudì buildings on our school trip. But parc Güell and the Sagrada Familia (still without roof!) we did visit, along with the Espanyol stadium, because our accompaning teacher was very fond of football. And it did not help either that for some unknown reasons we were based at Premià de Mar or some similar resort. Besides being very distracted by other more earthly reasons (we were 17 years old teenagers at the sea side...).
Regensburg: walk in the city when I was guest of a German friend of mine in a nearby village, walk of which I don't remember anything but a fountain.
Røros: I actually count it (as my first conscious WHS, nonetheless) as a visit of the second and half kind, as @jonathanfr would put it. But still it was too unsatisfactory and the bad mood of my travel companion ruined my mood. And we did not visit the museum.
Hollókő and Pécs: it was a very long and early solo trip in Hungary from which I learnt lots of things, but oh boy could I have planned it better looking back now!!! X-D Hollókő I for some reasons overlooked even if I knew of its existence and its WHS status and instead preferred spending a couple of nights in Eger: why?! Anyway, I liked it. And Pécs, I was right there at the cathedral, I knew it, but probably I was too confused. So nothing. And this bugs me a lot, because I was aware of it!!! Why?? Now that I see, I have to untick Pécs, which I erroneously counted as visited.
And lastly, Genoa: many visits, but never to that exact part of the city or for those reasons. But I can amend it easily.