Not only did the consequences of his sin impact David personally - they also brought suffering and pain to the entire nation. If I commit murder, even though I may be forgiven I cannot restore the life I have taken. If in anger I slash someone with a knife, even repentance on my part will not remove the scar that remains. If I commit adultery, it leaves a scar of betrayal and lost trust that may never be overcome. Even repentance and genuine sorrow for my actions does not eliminate the consequences of my actions.
Sin leaves scars.
When we turn our backs on God and go our own way, the inevitable consequences will follow. Sin can be forgiven. The good news is that sin, though revealed and destructive in its consequences, can be forgiven. King David's sincere repentance for his sin did result in forgiveness. That did not alter the consequences that resulted from his sin, but it did alter David.