Let G be a regular Lie group which is a directed union of regular Lie groups G_i (all modelled on possibly infinite-dimensional, locally convex spaces). We show that G is the direct limit of the G_i as a regular Lie group whenever G admits a so-called direct limit chart. Notably, this allows the regular Lie group Diff_c(M) of compactly supported smooth diffeomorphisms to be interpreted as a direct limit of the regular Lie groups Diff_K(M) of smooth diffeomorphisms supported in compact subsets K of M, even if the finite-dimensional smooth manifold M is merely paracompact (but not necessarily sigma-compact), which was not known before. Similar results are obtained for the test function groups C^k_c(M,F) with values in a Lie group F.