What precisely are you missing?
To be fair, there are instances when you just want to copy/move data around which involves datasets and directories that are
not shared via SMB/NFS.
For example, locations that are exclusively used by an App/Jail (torrenting) or rsync sources/destinations, and so forth.
Right now, we have to resort to using the terminal or "mc".
If such a feature existed in TrueNAS, I would use it once in a while for those moments when I just want to copy/move some stuff around without having to create temporary SMB shares or drop down into a terminal. It would be nice to have a "breathable" user-friendly file browser GUI, such as with other NAS offerings.
EDIT: Most users that request this aren't looking for an alternative to SMB/NFS. I doubt their main purpose is to login to the TrueNAS web GUI whenever they want to access their files. The feature request is really about "Rather than resorting to mc or the terminal, there is a simple user-friendly GUI to manage files on the server directly."