You need a separate UI to handle things like entering the file name and filtering for appropriate files. Windows was designed so that the same file browser component is used in the Explorer and in open/save dialogs (but with Windows 7-era UI), but on Linux, which file manager should GTK use? GTK sometimes likes to pretend it’s separate from GNOME.

I'd love if that UI was part of the file manager. totalcmd.exe or Finder.app or mc or Krusader etc.

GTK being GIMP ToolKit and not GNOME ToolKit, I hear they frequently annoy the GNOME team by not deleting features that GNOME wants to delete.