The \ you're using to escape characters with is for use with regular expressions. Which as far as I know isn't supported in the simple find panel dialog. However if you switch to advanced and set your filter up like in the screen shot, it does seem to work. Note that none of the characters in www need to be escaped for RegEx.
Now all that said, I agree the simple find panel dialog should be able to find www too, so something does seem a bit out of whack there.
Just to follow up in case others have this problem, I heard from support and the way to do the search with the simple dialog is to use a forward slash, so https:////www works.