"Show in finder" greyed out?

The right click option of "Show in finder" is constantly greyed out in 8.2?

Even when i select the image in either "All images", User collections or "Folders/Catalog".

I have just migrated all my images from lightroom and want to double check that the images are inside the catalog,
and not only referenced. So it would be a useful feature...

Anyone else have this experience?