Sue,
I agree it's a inconvenience to remove the regulator from the grill. My guess is that WGO delivers regulated pressure to the MH outlet as a liability concern. It could be dangerous to connect a non-regulated device to a "tank pressure" connection. In our case I simply removed the regulator from our small Weber and dedicated that grill to our MH.
I recently purchased a portable dual-burner control Cusinart SS grill with over twice the BTU as the small Weber. The Cusinart came with a 5 foot hose with a regulator attached to the hose. I simply adapted a fitting to the grills flare connection with a quick connect fitting for my MH 10 foot hose and don't use the supplied hose or regulator. Works great and I really like having dual burners. Since I permanently adapted the fitting to the grill, this grill is now dedicated for use to within 10 feet of the MH.
cheers,
Joopy