Where a plain substring filter matches fixed text, a regular expression matches a described pattern. That is the difference between removing lines containing 2019 and removing lines containing any four-digit year.
What a pattern buys you
One expression can express a rule that would otherwise need dozens of individual filters — any line containing a date, any line ending in a file extension from a set, any line with a number in a particular position.
The cost
Regular expressions are genuinely easy to get wrong, and a wrong pattern removes the wrong lines without complaining. Test on a sample before running it over the whole list.
When a simple filter is better
If the thing you are removing is fixed text, use a plain filter. Reach for a pattern when the target genuinely varies.
Try it: Remove Lines Matching Regex on SeoWolf's Notepad.