That was a request from a user. He meant that all file related stuff should live in the "File" menu. I was undecided but agreed finally, so I moved it.
The feature is called "Load SQL file", has Ctrl+O as default short-cut and opens a file in a query tab. IMHO, it makes perfect sense to be in the "File" menu. I admit that moving stuff around is confusing for the user but it's the best long term choice.