I've found myself in the past in a situation where I needed an offline regex debugger (dealing with air-gapped networks, so the folks that needed to use the tool literally couldn't get at any online site, nor would they be permitted to even think of putting what they were working with in to an online one, no matter how it's designed), and it seems almost all of the work has gone in to online tools. The offline tools are scarce and somewhat lacking in comparison to, say, https://regex101.com/.
Good question! I use regex101.com a few times a month and I've thought about offline tools too. I just happened to see this GNOME application called Wildcard recently: