I'm not sure when this went away but in previous versions of InDesign, when I had a missing link and clicked the relink icon, the resulting window that pops up to fix the link would tell you the name of the missing file you were looking for. In INDD CC 2015 that seems to be gone. Its a little thing, but it helped when trying to find a missing link. I know there's a checkbox to search the folder but that doesn't seem to work at all.
Interesting! I think it might be an OS issue. I'm currently on 10.11.1. Just tested on a system running 10.9.5 and 10.10 and the information is there, just like yours. I thought this might be tied to view options in the Finder but no luck. Oh well, thanks for helping on this one Steve.