Well, an option would be helpful, but I’d prefer the following implementation:
a) if user presses Ctrl+F3/Ctrl+Shift+F3, then EmEditor search the selected text exactly what it is, i.e. escape if necessary, no matter what options are set;
b) if user presses Ctrl+F to open the Find dialog, then the text automatically inserted there either as is, or escaped – that’s where the option comes in.

It’s extremely hard for me to believe that there is at least one user who deliberately selects some text inside the file being edited, and presses Ctrl+F3 not to search for other occurences of exactly the same text he/she selected, but to use the selected block as a regular expression for immediate searching. What a file should that be that it contains both real text and regular expressions for searching this text, at the same time? :-o

That’s exactly why I used the word “internally” when talking about escaping. How the text appears in the Find dialog is one thing – and I completely agree that automatic escaping here should be optional. But internal implementation is not restricted by this rule, because user does not see what is being done, he/she just sees the final result, so it does not matter if the text was escaped inside EE or not.