They give you access to powerful text-processing algorithms.
Simple regular expressions cannot match nested data because their
primitives are: repetition, alternation, and sequence. There's no
facility for recursion.
Perl 5.6 added delayed interpolation of regular expressions, and
this gives the ability to be recursive and thus to match nested
data.
The Perl way is to use the right tool for the right job. Sometimes
Text::Balanced is easier than recursive regular expressions.