There is something to be said about the simplicity of a good air rifle without the added complication of a regulator. Mostly I would say this more about a bottle gun, which gives you so many available shots that you can determine the pressure range it likes best, and still get a bunch of shots with a pretty low ES.
But the Cayden is a bit of a different animal in my experience. Even though it has an air cylinder instead of a bottle, I still never found myself wanting for more shots-per-fill from it, when shooting within the flattest part of the shot string.
The Cayden is a fine shooting little rifle. Sure, it would be nice to have any real adjustability in its trigger, but for the price it is a heck of a gun as it comes from the factory. I have never even thought about putting a reg into mine.