Hello Evi,
I thought about this before, but decided not to add both buttons (Next & Previous). Reason was, an available space in the Find dialog. It is already overcrouded with buttons and controls and this makes usability worse. Just check, what would happened in Replace mode - there would be no space in buttons area on bottom of dilaog at all.
Because of that, I have decided to add simplified dialog for document search, with less options but with most important actions available. Try Quick Search Bar. You can enable it in View->Panes->Quick Search Bar or by default shortcut Ctrl+Q. The bar is document oriented and its state saved in file properties. Quick Search Bar has Next and Previous buttons.
Best regards,
Alex.