Should I feel guilty for quitting postdoc due to immigration status?
Being a postdoc is a job. You are not a slave for academia, nor is your reasearch so important (no offense) that you have to continue it no matter what happens to your life. (Nobody's research is.)*

You are a professional and should act as such. There is nothing to be guilty about. Any reasonable person knows and understands that there are reasons which end one's participation in a project even if there is no "outcome" of the project. Probably your supervisor would feel more guilty if you feel the need to stay just because of them.

I do not mean to be harsh -- it is only human to feel guilty about such things. What would you do if your were the supervisor?
Talk about your feelings with your friends -- emotional questions like this are better discussed with trusted people than on the Internet.

*Just for completeness, given the recent situation: If you were an absolute key person in the research of coronavirus and countermeasures, maybe it could be argued that you should stay until you transferred all your knowledge.