I wonder if I'm doing something to make it not work, but simply put after tapping cmmd + shift + O or going to File >> Open quickly the option doesn't show up. It's like I did nothing.
Wondering if this is a known Xcode bug or if I'm doing something.
I'm using Xcode 10.1
You probably have more than one monitor connected.
This is something that confused me a lot of times as well; the quick search prompt will remember its position (you can drag it around) even on secondary monitors.
For what is worth, in my opinion, that field should always be presented on the current (in focus) editor.