Ok, I can duplicate this on Windows, but not on Ubuntu.
But just to be clear - this is only an issue if you are on a stylesheet (and possibly any non-html tab) and do a search on All HTML files (which obviously doesn't include the stylesheet anyway, although I can see why it would be a common search). If you are on an html tab and do the all html search, it should work. And it seems to be fine if you are on a non-html tab and the search is found.
See the Sigil User Guide and its tutorials for details about Sigil.