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This continually bugs me too. I’m on a Mac, and a very common use pattern that works everywhere is ⌘E to mark the selection as the text to find, then ⌘G to find next. But in ST2, this only works some of the time; at other times it tries to “find in selection” (and the text to find *is* the selection!). I haven't yet been able to determine the circumstances that lead to it working normally or with the incorrect “find in selection” behaviour.