It is true that regular expressions in the CS sense can't parse context-free grammars. However, PCRE, which is what most programmers are talking about when they say "regex", can do so. So you're both kinda right, I guess. But you're being a bit pedantic.
Interesting; I've never had to think about how regex interact with Unicode.
I guess what I really meant is that programmers are talking about PCRE in terms of power, not in terms of exact syntax. In particular, they have recursive patterns, which are sufficient to pull them up to context-free grammars.