Since sublime does remember the open files, the command "reveal in side bar" kinda sorta achieves that when used with this plugin to automatically run that command as the view changes:

https://github.com/sobstel/SyncedSideBar

There's a command "reveal in side bar" that does basically what you want, and a plugin to automatically run that command when the view changes:

https://github.com/sobstel/SyncedSideBar