When I have a CFM or CFC file open in the edit window, its full path - relative to the project - is displayed in the title bar of CFB. With any other sort of file, just the file name is displayed.
Now... I seem to recall switching on some "show full path in title bar..." option somewhere, but I'm damned if I can find it now. That aside, if CFB is going to show the full path for CF files, should it not display them for all files?