Hello Jasper,
This appears to be a function that was supported on the older versions of X-CTU (5.x.x.x) and was supposed to be implemented on the 6.x versions. However, I have tested this as well and have found the results to be the same as you have described (this being on a Windows machine).
I will contact the software engineers and let them know that this reference is made in the documentation so that a resolution can be made (either take the reference out of the documentation or, more preferably, they add the functionality to the program.
Thank you for catching that.
Digi Support