Yes Kentico "lacks" this but there's not good way to find this quickly. You'd have to search through ALL pages, page types, all page type fields, possibly attachments, web parts, web part layouts, templates, layouts, etc. Seems like this could be a recipe for a disastrous report depending on how many times you run it and how many content items you have.
There are virtually endless possibilities here. For example, you can store an unliminited number of files in the media library. You'd have to do a search for every file in the media library in the content tree. In the content tree, you'd search every page and every pages fields for that file's path. After you're done searching the page types, you'll have to search the document's content (in the event they used editable text or editable images, then you'll have to search the objects like web parts, web part layouts, templates, and layouts to see if the URL exists in those.
Pretty ugly scenario but it could be done, just be very careful on when and how often you run the report.