Dialog behavior (1) and theme (2)
1) At least on my Windows machine, many file dialogs of the IDE come up in some arbitrary directory (no problem). But sometimes the - for example - "Save in:" input widget close to the top of these dialogs creates a small nuisance. It is not editable (unfortunately I cannot upload an example screenshot as a new user). No copy and paste of a path into this lineedit is possible, but the user will be limited to traverse the file hierarchy level by level manually until he reaches his preferred target location.
Wing is Qt-based as far as I see, right? A short test with C++ shows, that at least the static QFileDialog::getOpenFileName call opens a native file dialog with editable target path. I don't remember, if the non-native dialog variant allows this customization, but at least the respective behavior should be mirrored in Qt's python bindings.
2) The mentioned dialogs are not themed. They are bright on my dark Wing theme.