The checkbox is randomly unticked. "Randomly" because I yet have not grasped a pattern on how to reproduce this. It happens when working with the very same TextPad window/instance - it's not a problem of closing TextPad and then starting a new instance.
Opening new documents in there might be a cause; closing the search results window might be another... but not always. Every now and then the checkbox gets unticked without my interaction. It's not the end of the world, but not amusing either.
If this is not a bug (speak: behaviour as intended) then please tell me when this checkbox gets unticked by TextPad.
7.6.3 Find > Conditions > Regular expression unticks
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