How to get a complete file list for all packages?

I tried using apt-file list --regexp ".*", but it's not working, probably because the returned content is too extensive.

You can pull file list for all the packages using command apt-file list --regexp ".*" however this will take time in gathering the list of all files. The same is mentioned on the man page of the command apt-file:

       -x, --regexp
       Treat pattern as a (perl) regular expression. See perlreref(1) for
       details. Without this option, pattern is treated as a literal
       string to search for.

       Be advised that this option can be rather slow.  If performance is
       an issue, consider giving apt-file non-regex pattern matching too
       much and pipe the output to perl -ne '/<pattern-here>/'.  This
       enables apt-file to use more optimizations and leaves less work to
       the "slower" regex.

Another way to pull file list for all the installed packages is by using below command:

for package in $(apt list --installed| awk -F"/" '{print $1}'); do
  dpkg --listfiles "$package";
done

You can adjust the output as per your requirement.

In case you want to pull file list for all the packages from apt db, you should go with apt-file which will take time as there are usually thousands of packages(depending on repos configured) in apt db, so there will be millions of files to list. You can go with either command:

apt list | awk -F"/" '{print $1}' > package_list
apt-file list -f package_list

or

apt-file list --regexp ".*"

Another option of listing all files in all packages in the APT cache, as the suggestions from @nightWolf utilizes apt, which is not good in scripts...

WARNING: apt does not have a stable CLI interface. Use with caution in scripts.

#!/bin/bash

for package in $( \
  apt-cache dump \
    | grep -e "^Package" \
    | awk '{print $2}' \
    | sort )
do
  apt-file list "$package";
done

Again, the task is slow however you try to do it. The APT cache database exists and has the tools for performing all the relevant searches. Dumping this information out as text does not seem useful.