It would definitely be nice to know the outcome of this. In my opinion, if two out of three indexing spots hide the functionality on multi-cabinet results (even if the selected document is from the "primary" search dialog), then it should be hidden everywhere. The fact that it works for the primary but not for the others makes it all the more confusing, and just shouldn't be allowed now that we understand how a multi-cabinet result list is really sort of a nebulous. user-driven concept. To keep security intact and prevent confusion, it would be better if changing such indexes was not allowed across the board.
Alternately, if multi-cabinet searches could be created at the configuration level (not user by user), then dialogs could be created and assigned privileges and everything would work as it should. However, it appears to be pretty ingrained (especially with regard to Platform SDK resource entry points) that dialogs are under a single file cabinet. My guess is that configuring multi-cabinet searches as persistent dialogs is not in the cards for a loooong time.