No, you shouldn't feel this way. You had no control over their decision, and you shouldn't feel guilty because they chose to stay together on your account.
In fact, you should be grateful for their love for you, and their willingness to sacrifice their own happiness to help raise you, in spite of their difficulties. Children whose parents are going through a divorce often blame themselves for what's happening -- but they shouldn't, and neither should you.
It would have been far better, of course, if your parents had been able -- with God's help -- to resolve their conflicts and heal their marriage. God knows the pain and heartache that often accompany a divorce, and He wants to help us avoid them because He loves us and wants what is best for us. This is why the Bible says, "'I hate divorce,' says the Lord God.... So guard yourself in your spirit, and do not break faith" (Malachi 2:16).
Pray for your parents, and let them know you love them in spite of what's happening. And pray for yourselves also, that you may learn from their mistakes and build your own marriages on a strong foundation -- a foundation based on Christ and His love. God gave marriage to us, and when we commit our lives to Christ and seek His will in our marriages, we can discover the happiness and security that He intended for us to have.