Because regex is so slow

I recently had the need to validate some properties using Regex, after doing it, and see what refers to performance, I notice that it is much slower than, in my case (C #) perform a similar validation using linq

For example (C #)

List<string> Lista = new List<string>();

            for(int i = 0; i<100; i++)
            {
                //Método que devuelve un número que cumple
                Lista.Add(GenerarNumeroCorrecto());
                //Método que devuelve un campo que no cumple 
                Lista.Add(GenerarNumeroIncorrecto());
            }           

            Stopwatch s = new Stopwatch();            

            s.Start();            

            foreach(string cadena in Lista)
            {
                if((!cadena.Any(c => !char.IsDigit(c))) && cadena.Length == 7)
                {
                    //true
                }
            }

            s.Stop();
            var LinqElapsed = s.Elapsed;

            s.Reset();
            s.Start();
            Regex reg = new Regex("^\d{7}$");
            foreach(string cadena in Lista)
            {
                if (reg.IsMatch(cadena))
                {
                    //true
                }

            }
            s.Stop();
            var RegexElapsed = s.Elapsed;

            Console.WriteLine("Linq: demora {0} \nRegex: demora {1}",LinqElapsed,RegexElapsed);
            Console.ReadLine();
        }

In the previous example, the output is as follows:

  

Linq: delay 00: 00: 00.0001753

     

Regex: delay 00: 00: 00.0007208

The solution with Regex is more than 4 times slower, and hence the doubt, why regex is so slow? , what is its real function behind causing this?