This is a standard OS X feature that’s missing. The title bar should display a small icon representing the file you are editing. This is called a proxy icon.
The proxy icon can be dragged from the title bar to move or copy the file.
More importantly, you can Cmd-click a proxy icon and see the folder that contains the file, and click on it to open that folder. This is a very useful way to get to the project folder in the Finder.
All of this functionality is “free”. The OS will provide it if you just put a proxy icon into the title bar.