Filters: Companies page needs ability to filter on associated / linked modules

Currently, in companies screen when I attempt to filter records it only allows me to select from company fields... and not associated records such as contacts, deals, or activities.

So, if I wanted to look up all companies who have a linked contact that was tagged or updated with a custom field value I can't do that :-(

Notice however, I can go to contacts and pull linked data so I am not sure why this is not available in companies page.

What I really want to accomplish is show me companies that have a certain custom activity type associated with them. Hence, adding modules to the filter options in the companies page is essential feature for us.