That feature is not enabled as part of GameEx Arcade Edition via the Setup Wizard, only within GameEx (GameEx Setup Wizard vs. GameEx Arcade Edition):
@Tom Speirs would need to address why this is removed it from AE Setup Wizard. The option for it still appears within the gameex.ini file. It is possible that the feature is still active and you could try changing the value in CabControlFriendly=False to CabControlFriendly=True in a text editor (Notepad or Notepad++), save the file, then launch AE to see if this works for you. Let us know if enabling it in the gameex.ini works! If it doesn't, see the response below for submitting a Feature Request!
I seldom use the Search feature for this reason. I will either go into the emulator of choice or select All Games from the main menu and type (not too fast or slow, but just right) the first few letters of the name. I am not sure if this feature will allow code change or not so probably best to submit a Feature Request here: