Fully agree. If you are intelligent do it.It's a pretty simple thing to do, but you need to be sure there are no leaks once you have done it.
Me? I would happily do it (and have done in the past) But I did/would check carefully fir any leaks.
To all the nay-sayers who will tell you tge world will end if you do I will just ask them what's the difference between replacing a regulator, and changing your gas cylinder? Or for that matter replacing your pigtail? Both require gas tight joints