Hi Tuan./ etc
We desperately need the custom fields to be searchable.
I have worked out an easy way to do this.
1. Create a hidden subscribers "custom_search_words" db field as a core field (hence searchable).
2. Add a 'searchable' checkbox next to each custom field in the admin
3. Every time the profile is updated, or imported, add all 'searchable' custom field values to the new "custom_search_words" via a small plugin.
Done

... and fast too.
Can you do this ? Its kinda like search indexing, but fixes the biggest issue with this membership system in my view. All types of custom fields (list , checkbox, text etc) will need to be included.
You will probably need a "re-index" button as well, for cleanups after 'searchable' checkbox parameters are changed in admin.