"Open recent file" does not warn if file is gone

On Windows XP SP2 with 0.9.6 beta1 r2674 :

1. Create a file and save it
2. Delete the file
3. Open Recent file on this file.

=> The app opens a blank window bearing the file name.

Expected: the app should just say 'file not found' and do anything else

First reported by bigjack2