You're right, it is likely that the root of
Regan, whatever it is, did have some meaning at one point, but we just can't figure that out yet. That is why the meaning is "unknown". It's not saying the name means nothing or that it was made up nonsense.
The name
Anthony also has an unknown meaning in that way. We know it's from an Etruscan name, but since the Romans were fond of obliterating any traces of previous cultures, it is hard to find out any more than that. The Celts were not big into keeping written records either, so we've had to piece things together from evidence gathered over time. Like, we know what their word "rí" meant, so maybe it's related to that. Something kingy. But until we find a rock or papyrus or whatever that spells it out for some scholar somewhere, we just don't know. So it is "unknown".