Edit: Scratch that, I see what behavior you're talking about. I agree, I don't like this feature at all, either. It will cause me to accidentally replace the wrong thing in a series of replaces.
___What I would like to see changed with Find, is for the dialog to remain open after pressing the Find Next or Replace button. It is really distracting when you try dragging the Find dialog to the side of the screen (so you can read what's under it), only to have it pop back into the center each time you make a change.
- Raccoon