Connecting two AWS Regions: Why not use two Virtual Private Gateways?

No, there is no way at this time to connect two Virtual Private Gateways in different regions. I'm sure it's a feature that's coming, given the VPC peering is available for VPCs in a single region.

As for "You are responsible for implementing HA solutions for all VPN endpoints (if required)", I discussed in a previous answer there are various techniques for handling the failure of a VPN/NAT instance. Recently I was talking with a colleague who not only setup a full mesh VPN with autoscaling and scripting to re-provision failed VPN/NAT instances, but also had additional scripts that modified the VPC route tables for immediate takeover of the routes by a different AZ until the failed VPN/NAT instance finished respawning. They also failed the route back once the VPC/NAT instance was up and the ENI reattached. There are many "NAT monitor" scripts on github that do similar things. There is also an AWS article that describes the process.

Decent high-availability? Yes. Simple configuration? Unfortunately, not.