I mess my diapers as well. When I regress I find there is nothing quite as babyish or infantile as messing my diaper. Also, I feel wasteful if I don't use my diapers fully, they cost a pretty penny. So, my reasons for messing are I would say 80% regressive, 20% utilitarian.
Also, I'm with everyone else, the only way you'll get an infection is if you sit around in a messy diaper for hours on end. When I mess, I usually change no more than 10-15 minutes afterwards sometimes even less. I'm also incredibly thorough with the clean-up, I'll use baby wipes first, then a wet wash cloth, then I hop in the shower and use a mixture of aloe soap and body wash to get things fresh down there.
The only drawback to messing my diapers use to be the clean-up, the smell too, but depending on how deeply I regress even that can add to the experience. Since I've gotten my clean-up down to a science, I no longer find I have to suspend that baby mindset as much when I clean up. It also helps that on visits with my Mommy friend, she is completely game to change my diapers, wet and messy.
Like others have said though, messing is certainly not for everyone and I can understand why, the smell is never really nice and clean-up can take a while, but for me, it is the ultimate baby thing to do.