It all starts from the dictionary of common sense. It is obvious only that when you go with a regulated broker, it means you are going for a broker that has done a certain level of arrangement, in terms of filling the need of a certain government/body, so as a trader, it gives a sense of peace.
Of course, not every regulated broker can be trusted, given there are many types of regulations, so I will not go deep into it. I prefer a regulated broker, and one is FXOpulence, licensed by ASIC, one of the trusted regulators.