Xbench uses POSIX Regex, which does not have the non-greedy operator in PERL or .NET flavors.
Therefore with this Regex flavor you must make your expression non-greedy like this:
\[[^\[]*\]
That said, with regards to highlighting, currently in Regex mode there is only highlighting of the first match (i.e. the match that makes the segment to be part of the search results), although this will be changed in the future to show all matches in the segment.