Yeah, that might be true. www.flurry.com and flurry.com are different domains and both need to be on an adlist if you want to filter both.
No, regex-based list are not supportet ATM (Load regexps from "host file"). You have to import them manually (or script something). Keep in mind that you might not block all www.* for domains on your adlists - as written above they are different domains and might serve different content.