I agree this would not just be a great time-saver but would also stop the frequent inconvenience of having to navigate to file manager, away from wherever you are currently. It’s particularly inconvenient if you’re working on server connect files and want to upload a modified version of a file.
The same request was made a while ago - but for some reason wasn’t much voted for.
(I haven’t used Dreamweaver for a long time, but I’m pretty sure this was an option, though I think I used a shortcut key, which would be even more useful.)