yes, this is one of few weak points of UR, and the reason why I have chosen only to link files to UR.
I use (and highly recommend)
http://www.likasoft.com/document-search/screens.shtml to index my files and to quickly find what I'm looking for. It highlights the found terms, it has phrase, keywords, morphology ... searches
And another thing, UR doesn't provide "relevancy", ie. if 100 documents contain your search term, 100 of them will be found with no way of telling which has more of those terms and might be more relevant.