Why would you want a regular expression to detect a valid regular expression?
In principle, this serves as executable documentation.
A regular expression that matches valid regular expressions could be viewed as a human-readable documentation of valid regular expression syntax that has the valuable side-effect of being executable.
If, instead, we detect whether a string is a regular expression by compiling it, we may find it very difficult to read the compiler source code.
It is much more work to make an optimized regular expression engine that is also self-documenting than a regular expression.