Remove regex dependency (GH-2663)

We were no longer using it since GH-2644 and GH-2654. This should hopefully
make using Black easier to use as there's one less compiled dependency.
The core team also doesn't have to deal with the surprisingly frequent fires
the regex packaging setup goes through.

Co-authored-by: Richard Si <63936253+ichard26@users.noreply.github.com>