A search feature should be implemented on the server side due to performance reasons. Some FTP servers implement it as a SITE command: e.g. SITE SEARCH keywords
In other situations where you are able to run a php/perl/asp script on the server the problem can be solved with a simple script which is then executed directly on the server.
For the remaining situations the need to search for a file is in my opinion is low. If more professional users are looking for such a feature it will be implemented in the future.