From Barstool Sports video and cameramen recording him walking down the hall:
Kyrie "I'm not gonna miss any of this s---"
Interpretation: He's not gonna miss playing for the Celtics anymore? He's not gonna miss losing anymore for the Celtics? He's not gonna miss the media and cameras clamoring all over his face? What is it?
My impression was he meant he won't miss the cameras following him after he retires from basketball. I don't think it was intentionally targeted towards Boston.