I had this same problem, but for me it became easier when I changed the highlight color to a strong contrast (i.e., red) and I can find words much more easily using the side bar with that color. 

I also have been very much enjoying this plugin http://www.gavinr.com/2011/03/28/sublime-text-2-highlight-all-instances-of-words/ for highlighting all matches of a selected word (or even phrase). 

This was fixed today in the dev release build 2102.

- The copy command is now recorded in macros

http://www.sublimetext.com/dev

That made it much better. There's weird cases where on some lines in the JSP the scope is "source.java.embedded.html html.text.jsp" instead of just "html.text.jsp" and so it picks up the java one then, I haven't been able to reliably duplicate when it happens, but it does seem to happen most often if the code is a scriptlet all on the same line (not the expression evaluation kind <%= %>) and my cursor is inside a if statement, but not always. Thanks for the help though Jon, this is certainly livable.

I think Micah hit it on the head, there is too much potential bloat/slowness with such a feature. I can see someone making a plugin for this if the api allows it, but definitely not in the core.

I do this all the time too on accident. I didnt even know pressing ctrl-f again closed it! If i want something closed I always press escape and it does the trick just fine. SB2 is even smart about which one to close first if there are multiple things open. (such as ctrl-f then ctrl-r). 

Found my own answer after 3 months (forgot I had this account). Scope is controlled by each languages .tmLanguage file in the Packages folder. At the bottom of the .tmLanguage xml file is a key called scopeName with the scope just below that. For jsp it isnt source.jsp, its text.html.jsp.

I'm using windows 7 build 2032 64bit, but I also tried it in build 2039 with both installed and portable versions and it still does it, at least in a newly created file. I wasn't able to duplicate it in an existing large JSP i was working in with ctrl-z, but ctrl-u seems to always undo it.

edit: found out how to duplicate it with ctrl-z, type some characters, then make a bookmark, then type some more characters, then hold ctrl-z and it will delete the characters and the bookmark.