Yes it expects a regex. You need to escape the brackets (and the dots but it makes little difference in this case). The test below passes:
@Test(expectedExceptions = RuntimeException.class,
expectedExceptionsMessageRegExp = "'authority' Uri should have at least one segment in the path \\(i.e. https://<host>/<path>/...\\)")
public void test() {
String input = "'authority' Uri should have at least one segment in the path (i.e. https://<host>/<path>/...)";
throw new RuntimeException(input);
}