Oh, the disappear mechanic works. You just do not understand intervening-if clauses. An intervening-if clause, like Lord Dregg's trigger has, is an extension of the trigger condition. It has to be true at the time the trigger would go off or it doesn't. Any permanent leaving the battlefield IN the end step does so too late to mater for that trigger.

603.4. A triggered ability may read “When/Whenever/At [trigger event], if [condition], [effect].” When
the trigger event occurs, the ability checks whether the stated condition is true. The ability triggers
only if it is; otherwise it does nothing. If the ability triggers, it checks the stated condition again as it
resolves. If the condition isn’t true at that time, the ability is removed from the stack and does
nothing. Note that this mirrors the check for legal targets. This rule is referred to as the “intervening
‘if’ clause” rule. (The word “if” has only its normal English meaning anywhere else in the text of a
card; this rule only applies to an “if” that immediately follows a trigger condition.)

The disappear mechanic seems to be not working in any format other than limited. Unless I misunderstand it and exiling your own creatures doesn’t count as them leaving the battlefield.