When the option to search through all files or all projects is turned on, and one of the project's you're searching through is a managed project that contains closed files, you can click the Closed button on the search toolbar to turn on the "closed files" option to search through the closed files in addition to searching through the open files.
Commands that select found matches such as Find Next and commands that modify files such as Replace All automatically open closed files in which matches are found so that the found match can be selected or the file can be modified. Closed files in which no search matches are found are not opened.
Search Option: All Files
Search Option: All Projects