PhilGoetz,

The why-regress is not concerned with ontological reduction into smaller and smaller bits. It is concerned with explanatory reduction into more and more fundamental explanations.

The why-regress is not limited to particle physics. It is just as present at higher-level sciences. When neuroscientists successfully explain certain types of pleasure in terms of the delivery of dopamine and endorphins to certain parts of the brain, it does not defeat this explanation to say, "But what explains this particular way of sending dopamine and endorphins to certain parts of the brain? Don't you run the risk of asking 'Well, where does that come from? And where does that come from?' and running into an infinite regress?"

The point is that all explanations are subject to the why-regress, whether they are theistic or scientific explanations.