Your comments

While this functionality do exists for files in the sidebar folder (NOT the open files), it also needs to be in either tabs or open files in the sidebar.

And it absolutely needs to work for folders in the sidebar folders.

Right now you have to look through 50 folders in sublime. Then you might as well do it directly in finder / explorer.

Another idea would be to open the containing folder if you ctrl-click / ctrl-enter a file in goto anything.  This would also mimic the functionality in OSX Spotlight.
I came from TextMate on OSX, and was looking for an alternative when working with windows. I found sublime, and have now made it my default editor when working on OSX as well.

I love the management of bundles on sublime. (The cursor split and, quick tab indentation, and quick swapping between files is wonderful as well!)  I actually liked the wrap selection in sublime 1 better. But I'm getting used to wrapping with a keyboard shortcut as well, even though the default one (ctrl-alt-d?) is quite awkward. 
The work process in sublime is so depending on the search and the goto-anything. It may sound like a small thing, that the ctrl-p doesn't work when the search bar is open. But it happens so often, and it really kills the flow in what you are doing!

This one is important!