Nope. There is ALWAYS a regroup phase except at Site 9 (when the Ring-bearer merely has to survive until the end of all skirmishes). It is during the regroup phase when you decide whether or not to move again...and if you do, that ends the regroup phase. But it doesn't skip it.
However, if you DO move during the regroup phase, the fellowship phase IS skipped and you go straight to Shadow phase(S). Only when you stay do you get to return to the fellowship phase (on your next turn).