@TurboRascal:
You can run and debug step by step LazPaint code which uses TSaveDialog to check if values that are returned by this class or what you would expect. This would confirm that the problem lies in TSaveDialog class or the contrary, that LazPaint code should be changed. Depending on what is found, the solution is to modify LazPaint code or to send a bugreport to Lazarus team.