Is the function $f(a_1 \dotsm a_n) = a_1(a_1a_2)(a_1a_2a_3)\ \dotsm\ (a_1 \dotsm a_n)$ regularity-preserving?
Here is a proposition for an elementary proof:
Let $\mathcal A=(A,Q,q_0,F,\delta)$ be a DFA for $L$, we want to build a DFA  $\mathcal A'=(A,Q',q_0',F',\delta')$ for $f^{-1}(L)$. Intuitively, when reading a word $u$, $\mathcal A'$ will remember the state reached in $\mathcal A$ by $f(u)$, together with the action of $u$ on all states of $\mathcal A$. More formally, we take:

$Q'=Q\times Q^Q$
$q_0'=(q_0,\mathit{id})$
$F'=F\times Q^Q$
$\delta_a'(p,g)=(\delta_a(g(p)),\delta_a\circ g)$

Where $\delta_a:Q\to Q$ is the transition function associated with a letter $a$.
This ensures that after reading a word $u$, the first component of the state of $\mathcal A'$ gives the state reached by $\mathcal A$ on $f(u)$.