With immutable objects, every step in the fluent chain of calls is an independent fork of the full object state. There's no need to use java clone(); each method calls a private constructor that passes the object state (slightly altered, of course).
java.lang.String works exactly this way. You're already used to the pattern.
In the parent's suggestion, you still have immutable objects. "VerbalExpression()" is a valid regex, namely the empty one. Every subsequently called method concatenates some new regex onto the receiver and thus builds a new regex (since regular expressions are closed under concatenation).
Builders are used in Java* when you have an object which is invalid without passing in a bunch of parameters, but you don't want to have to remember the order of the parameters. But this is not one of these cases.
There is one drawback, however: you do have to compile the regex into a FSA at some point and it wouldn't be good to do that for every intermediate regex. So I assume that the compilation happens in the "build" step. They could have just called it "compile", though.
* named parameters in constructors seem a better alternative in every language that supports them, e.g. Kotlin
Why
Instead of