I think the reason is that PowerCenter uses a (more or less) Perl5 compatible regex while many of the regex on the web site you mentioned are formulated in other languages. You cannot simply copy-and-paste them into the expression editor, you have to adapt them to the syntax that PowerCenter understands.
Right now I'm too busy to build them out of the blue, so it would help if you could name a few sample URLs that you need to be accepted.
In general I recommend that you use only ASCII characters in URLs, no Thai characters (to name one example). Building expressions with any characters outside the ASCII character set is a nightmare (to say at least); if you need them, then my suggestion is to use a Java transformation because in Java it's far easier to identify "letters" in all languages (which are allowed in URLs) than in PowerCenter.