Are you trying to search for files from within ConTEXT / Writer containing \n or opening the files and searching within them? For whatever reason some editors refuses to find \n in files using the find in files option, but the regular search and replace on opened files will work.

Otherwise I must conclude that they're both doing something stupid.

And like don't be forgetting that different platforms have different line endings, so while \n\n would work for *nix platforms you'd need to search for \r\n\r\n for Windows and \r\r for Mac.