@Estel
In fact I was thinking about this sometime ago when I was playing with aircrack-ng

The customizable command solution sounds great. Maybe a combobox with couple popular commands like the "iw reg set JP" and textbox for own command.

I would need to make a settings applet for opening the setup dialog when user wants. The setting applet would also be needed for configuring, if the connection dialog opens when drivers get loaded. So there would be two things to configure from there.

I'll add this feature, if I end up making the settings applet.