Is it possible to make efficient queries that use the complete regular expression feature set.
If not Microsoft really should consider that feature.
I would love to have the ability to natively call regular expressions in SQL Server for ad hoc queries and use in stored procedures. Our DBA's won't allow us to create CLR functions so I have been using LINQ Pad as a kind of poor man's query editor for the ad hoc stuff. It is especially useful when working with structured data such as JSON or XML that has been saved to the database.
And I agree that it seems like an oversight that there is no regular expression support, it seems like an obvious feature for a query language. Hopefully we will see it in a future version but people have been asking for it for a long time and it hasn't made it's way into the product yet.
The most frequent reason I have seen against it is that a poorly formed expression can cause catastrophic backtracking which in .NET will not abort and almost always requires the machine to be restarted. Maybe once they address that in the framework we will see it included in a future version of SQL Server.