I often get a random wallpaper shown from my collection that I want to pull out for some reason, and having the "Show Image in Explorer" option in the desktop wallpaper settings is great. It saves the previous method of copying out the file name and searching for it.
It often (quite often) does not work first time though. Explorer comes up in the right folder, but the file is not highlighted.
It's not a big deal, as it always works and highlights the file the second time I click the option.
I guess it's down to Explorer being a little slow to come up sometimes, and like I say, it's not a big deal anyway. I just thought I would mention it in case it's something easy to fix.
I'm on the 7.0.0 beta 10, but I've seen this behaviour for a long time in previous versions.