Raul, CTRL-F is nothing new. It was in previous version and is also in IE.
Rob, I have used several installers since we sell software for a living. The intaller creates a log file when it installs listing every file it puts on your system. When you use the uninstall feature it can only remove what it added to your system during the installation. So any files you create running a particular application are outside the realm of the installer. Thus they are not removed when you uninstall.
Of course an intelligent developer (myself has done this) can forcefully remove the entire directory that it was installed into regardless if there were files created after the installation. We do this for our demos but don't do it for the registered version.