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I searched the issue database but couldn't find any issue that has reported this. When in an Editor some text is selected, the Navigate menu options "Go to Type", "Go to Symbol" and "Go to Spring Bean" by default filter on the selected text. However, "Go to File" is not filtered on the selected text. This feature would come in handy when editing e.g. xhtml files that include other files so you can select the name of the included file and quickly navigate to it.
I agree, it will be useful. If text is selected in the editor then it could be automatically inserted in the "File Name" field of the "Go to File" dialog. The inserted text should be also selected there for possibility to replace it by typing a first letter of desired file name. This enhancement for the next release, not 6.9
Works for me @ NetBeans IDE Dev (Build 201205090400) / 7.2