This appears to be an unresolved bug.
https://connect.microsoft.com/SQLServer/feedback/details/2593572/ssms-2016-rc2-find-and-replace-window-reverts-to-all-open-documents-are-replacing-all-within-the-current-document
Attempted to submit feedback on that issue on that site but frankly the site UI and attempts to use it were horrid and would not even allow me to submit feedback or comments. Thanks Microsoft for that mess.
Found 2593572 but in
Microsoft SQL Server Management Studio 13.0.16106.4
this still exists. This site UI is pretty horrid BTW with "Please Wait...." all over then, after logging in would not even allow comments etc.
So simply closing this question per that; I might consider other tools besides SSMS as a "workaround".
EDIT: As icing on the cake attempted to submit a comment to the posted site admin email at the bottom of the pages:
Message not delivered Your message couldn't be delivered to
datpconn@microsoft.com because the remote server is misconfigured. See
technical details below for more information.