Please don't request this feature. One of the big advantages of Perl is that, to a very large extent, it does what most programmers expect, when they think about it a little. As
japhy's and
ikegami's comments indicate, attaching looping behavior to a pre-compiled regex is difficult to make sense of, and it would prevent the same pre-compiled regex from being used in a looping and non-looping context, as your suggested error messages indicate.
I'm confident in the Perl architects, and so I doubt they would add this type of feature, but I also think there is significant overhead to considering a suggestion. The way I see it, the more we exercise self-restraint in our suggestions, in response to feedback here in PM, the sooner we'll see a release of Perl 6.