Curiously Apple's applications do not suffer from it
Good observation ... Maybe Dmitry has an idea why this happens?
On that note, and probably a macOS limitation, I've never been very happy with the file dialogs.
Especially when it comes to filtering certain file types and how certain files and directories are ghosted and others are not.
When looking at BBEdit though, I wonder how flexible these file dialogs are. Try clicking "Options" in a BBEdit filedialog, or even Microsoft Word.