I was just looking for an answer to this question. After taking a look on the NP++ wiki, I don't think \d is matching what we want it to match.
\d
the decimal representation of a byte, made of 3 digits in the 0-9 range
It's not matching a regular numeric character, it's matching a byte code. Follow the \d with a 3-digit number and it will match the corresponding ASCII character.
In other words, \d032 matches the space character, \d033 matches an exclamation mark and so on. See here for a list of codes.
Unfortunately, this means you can't just match "any digit" using the extended options, you'll have to use the regular expressions and find a way around the new line issue.