Tuning Would'nt It Be Nice If..

If you thread the regulator and plenum with LH threads as you suggested, then you run the risk of the regulator unscrewing itself from the plenum or the plenum unscrewing itself from the end cap as you tighten the end cap on the RH threaded reservoir... That's not good, and you have no way to verify once it's assembled. 

With the current way with everything having RH threads everything stays threaded together as you tighten the rear cap.

Having to remove the front cap and gauge to push out a regulator that unscrewed itself from the plenum while removing the end cap is inconvenient, but much better than the scenarios above.

If you snug the plenum and regulator on an edgun tight enough and use good silicone on the o rings that seal against the reservoir ID, they usually stay snug and come out with the rear cap as an assembly.

FYI, if you put a Huma regulator in your edgun they aren't even threaded-- so you have to push them out from the front every time anyways.
 
Maybe Huma has changed things..all the regs I have are threaded to the plenum.

On the Huma power plenum kit in my R5M the regulator is threaded to the larger plenum, but the rear of the plenum isn't threaded so the plenum and regulator always stay in the air reservoir once you remove the end cap and valve stem housing and you have to push it out from the front. On my leshiy the Huma regulator body isn't threaded to the plenum and it relies on air pressure to hold the regulator in place and seal it against the plenum, and you have to push the regulator out from the other end.

Their other designs may be different, but those are the 2 Huma edgun regulators I have experience with. IIRC the non power plenum matador/lelya regulators are threaded to the existing plenum just like the factory edgun regulators.