Same problem, first noticed on WordPress 4.5
Interestingly, if I select Customise in the Admin bar and preview a theme (while on the Ajax tree page), the folders in the preview window do expand.
However, in normal operation, clicking on the + sign or on the folder itself does nothing.
Another curiosity is that if I right-click a on a folder name in the file tree and choose "open in another tab" then the tree is displayed with the folder in question expanded.
This is not a bypass my users would find acceptable..