rxg include '\p{Han}' will throw error
### Bug description

config rxg in pylintrc with \p{Han} will throw err

### Configuration
.pylintrc:

```ini
function-rgx=[\p{Han}a-z_][\p{Han}a-z0-9_]{2,30}$
```

### Command used

```shell
pylint
```


### Pylint output

```shell
(venvtest) tsung-hande-MacBook-Pro:robot_is_comming tsung-han$ pylint
Traceback (most recent call last):
  File "/Users/tsung-han/PycharmProjects/robot_is_comming/venvtest/bin/pylint", line 8, in <module>
    sys.exit(run_pylint())
  File "/Users/tsung-han/PycharmProjects/robot_is_comming/venvtest/lib/python3.9/site-packages/pylint/__init__.py", line 25, in run_pylint
    PylintRun(argv or sys.argv[1:])
  File "/Users/tsung-han/PycharmProjects/robot_is_comming/venvtest/lib/python3.9/site-packages/pylint/lint/run.py", line 161, in __init__
    args = _config_initialization(
  File "/Users/tsung-han/PycharmProjects/robot_is_comming/venvtest/lib/python3.9/site-packages/pylint/config/config_initialization.py", line 57, in _config_initialization
    linter._parse_configuration_file(config_args)
  File "/Users/tsung-han/PycharmProjects/robot_is_comming/venvtest/lib/python3.9/site-packages/pylint/config/arguments_manager.py", line 244, in _parse_configuration_file
    self.config, parsed_args = self._arg_parser.parse_known_args(
  File "/usr/local/Cellar/python@3.9/3.9.13_1/Frameworks/Python.framework/Versions/3.9/lib/python3.9/argparse.py", line 1858, in parse_known_args
    namespace, args = self._parse_known_args(args, namespace)
  File "/usr/local/Cellar/python@3.9/3.9.13_1/Frameworks/Python.framework/Versions/3.9/lib/python3.9/argparse.py", line 2067, in _parse_known_args
    start_index = consume_optional(start_index)
  File "/usr/local/Cellar/python@3.9/3.9.13_1/Frameworks/Python.framework/Versions/3.9/lib/python3.9/argparse.py", line 2007, in consume_optional
    take_action(action, args, option_string)
  File "/usr/local/Cellar/python@3.9/3.9.13_1/Frameworks/Python.framework/Versions/3.9/lib/python3.9/argparse.py", line 1919, in take_action
    argument_values = self._get_values(action, argument_strings)
  File "/usr/local/Cellar/python@3.9/3.9.13_1/Frameworks/Python.framework/Versions/3.9/lib/python3.9/argparse.py", line 2450, in _get_values
    value = self._get_value(action, arg_string)
  File "/usr/local/Cellar/python@3.9/3.9.13_1/Frameworks/Python.framework/Versions/3.9/lib/python3.9/argparse.py", line 2483, in _get_value
    result = type_func(arg_string)
  File "/usr/local/Cellar/python@3.9/3.9.13_1/Frameworks/Python.framework/Versions/3.9/lib/python3.9/re.py", line 252, in compile
    return _compile(pattern, flags)
  File "/usr/local/Cellar/python@3.9/3.9.13_1/Frameworks/Python.framework/Versions/3.9/lib/python3.9/re.py", line 304, in _compile
    p = sre_compile.compile(pattern, flags)
  File "/usr/local/Cellar/python@3.9/3.9.13_1/Frameworks/Python.framework/Versions/3.9/lib/python3.9/sre_compile.py", line 788, in compile
    p = sre_parse.parse(p, flags)
  File "/usr/local/Cellar/python@3.9/3.9.13_1/Frameworks/Python.framework/Versions/3.9/lib/python3.9/sre_parse.py", line 955, in parse
    p = _parse_sub(source, state, flags & SRE_FLAG_VERBOSE, 0)
  File "/usr/local/Cellar/python@3.9/3.9.13_1/Frameworks/Python.framework/Versions/3.9/lib/python3.9/sre_parse.py", line 444, in _parse_sub
    itemsappend(_parse(source, state, verbose, nested + 1,
  File "/usr/local/Cellar/python@3.9/3.9.13_1/Frameworks/Python.framework/Versions/3.9/lib/python3.9/sre_parse.py", line 555, in _parse
    code1 = _class_escape(source, this)
  File "/usr/local/Cellar/python@3.9/3.9.13_1/Frameworks/Python.framework/Versions/3.9/lib/python3.9/sre_parse.py", line 350, in _class_escape
    raise source.error('bad escape %s' % escape, len(escape))
re.error: bad escape \p at position 1
```

### Expected behavior

not throw error

### Pylint version

```shell
pylint 2.14.4
astroid 2.11.7
Python 3.9.13 (main, May 24 2022, 21:28:44) 
[Clang 13.0.0 (clang-1300.0.29.30)]
```


### OS / Environment

macOS 11.6.7