Can OpenFileDialog automatically select the file with the value set in FileName if InitialDirectory is set as well?

This is nit picky but why doesn't the file get automatically selected if it exists and both FileName and InitialDirectory are set correctly?

I have an OpenFileDialog with both FileName and InitialDirectory set correctly and the files exists in this folder. Why isn't the file selected when I run the ShowDialog() method?

No file is selected but it would be nice if it was selected so I wouldn't have to scroll down to select the next file adjacent to it.

Any suggestions?