Menu option "Select startup disk on desktop" greyed out when Finder window is active

Previous OS X versions allowed one to select the startup disk using Cmd-Shift-Up when on the Desktop, or "from" any Finder window. In 10.9.4 this works only from the Desktop. When a Finder window is active, the menu item does appear when holding down Shift, but is greyed out. Any ideas? I can make a workaround using Keyboard Maestro or the likes, but..