Custom Entity - Merge Documents - Emails

Hi All

Am I missing something here, or is this a bug?

I have a custom entity, with Communications / Documents. I can merge into a document which successfully uploads itself against the Communication/Documents tab. 

The issue though, if I try to email from the custom entity, I want to attach the merged document to it, but the search option for files only shows me the 'Global Docs' and not 'Global Docs + Entity Docs'. 

Personally I count it as a bug as it doesn't match functionality from other areas of the system. (Company, Opportunity etc.) 

This is CRM v2024 R2.