Hm, I think Microsoft could have mentioned this known problem in the surrounding docs like the download page... I have ten-thousands of files indexed and I need to search in those on a daily basis. First, I didn't like that WDS 3.0 deleted all indexes instead of migrating those (this was not mentioned anywhere). But even worse, I cannot rebuild the indexes due to this bug since I'm unable to tell WDS what files to index.
I especially like Microsoft recent user-friendly efforts but this one is not among those any more.