Hi,
The “Show in explorder/finder” function is only available for user patterns. If you import your own patterns the option won’t be greyed out.
Have a look here (p.17 GA SE manual):
“To access the folder where the user MIDI patterns are saved, right-click the Pattern Library field and select “Show in Explorer/Finder”. In this location, you can add, remove and rename files and create subfolders to organize your MIDI patterns.”