Yes, please ! :)

Or Ctrl+Click, so you can keep the text unburdened until Ctrl is pressed, at which point everything that's clickable gets underlined.

I agree, this is about the only thing right now that prevents me from switching to Sublime as my main IDE. I really need to be able to navigate to a symbol that's in one of my project files, even if that particular file isn't open. Sublime makes me so much faster for pretty much everything else, and it looks and feels amazing, but this one is a blocker for me.