One of the features added to the Explorer Address Bar in Windows Vista is the ability to navigate quickly to an item by clicking on its name, or navigate to a folder's children by clicking the arrow that appears next to the item and selecting your destination.
One customer reported that there appeared to be a problem with the Control Panel: Switch to Classic View, and then click the arrow next to the words Control Panel. The result is a dropdown menu that shows some but not all of the Control Panel applications. Is this a bug?
No, everything is behaving normally. Recall that the dropdown menu shows things that you can navigate to; in other words, it shows you a list of subfolders of the Control Panel. Since you can't navigate to non-folders, they aren't listed as options.
Notice, for example, that when you go to your Documents folder and click the dropdown arrow, not all of your documents show up in the menu. Only things which Explorer can navigate to appear in the menu (mostly subfolders but occasionally you'll find subfolder-like items such as compressed folders).
The customer replied with a simple, "Thanks. That makes sense."
Obligatory link: The so-called God Mode.