Since there is no the magic like \L, we have to take a compromise - use regex_search and manually covert the uppers to lowers.
template<typename ChrT>
void RegexReplaceToLower(std::basic_string<ChrT>& s, const std::basic_regex<ChrT>& reg)
{
    using string = std::basic_string<ChrT>;
    using const_string_it = string::const_iterator;
    std::match_results<const_string_it> m;
    std::basic_stringstream<ChrT> ss;
    for (const_string_it searchBegin=s.begin(); std::regex_search(searchBegin, s.cend(), m, reg);)
    {
        for (int i = 0; i < m.length(); i++)
        {
            s[m.position() + i] += ('a' - 'A');
        }
        searchBegin += m.position() + m.length();
    }
}
void _replaceToLowerTest()
{
    string sOut = "I will NOT leave the U.S.";
    RegexReplaceToLower(sOut, regex("[A-Z]{2,}"));
    cout << sOut << endl;
}