Hello Pankaj,
The "Go To Component" option from the related folder context menu is disabled because the related folder contain some resource files. So, the component which will need to be marked as permanent are created for those resource files.
In order to obtain what you want you should mark as
permanent all the files components which are contained by the related folders. So, from "Organization" page mark as permanent all the files components which are installed in the related folders.
If you already released a version without using this options and want to prevent the related files from being uninstalled when upgrading you can take a look on our
"How do I prevent a file from being replaced by a newer version" article.
Also, as my colleague mentioned in previous post starting with our next version (9.4) release , which will be soon, we'll have a dedicated option in the folder's properties to handle its persistence.
All the best,
Daniel