I don't know why Anki's official documentation would misrepresent such an important search functionality so badly. There's actually no support for using parentheses, i.e. ( and ) for grouping in regex, among other limitations.
Despite Anki's official documentation, Anki does not support parentheses at all. I have tried many times and have given up. Parentheses for grouping (either capturing or non-capturing kind) is crucial in regex searching.