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I think this is an issue with Snap's "classic" confinement model. We've also had reports of the file dialogs not appearing at all with the snap on some Linux systems, but the behavior you see is new so I suspect they've fixed some things but there are still problems. However, I wasn't able to find a bug report yet for this in the Snapcraft bug tracker. I will investigate further after replicating the bug here.
In any case, the work-around is to install from Debian package instead, although note then the executable name will be wing7.1 and not wing7 as from the snap. It's fine to install both at the same time.