Because that is extremely non-intuitive. It's an "Open" and "Save" dialog. That is what it should do. Joe Public is not going to know it does anything else, yet it does.
For example: I literally can't know how I can save a file using Gnome's dialogue in the general case, e.g. if the dialogue opens at /foo, and I navigate to /foo/bar using the dialogue, but then go back to /foo ("bar wasn't the right place after all"), I can't save the file there any more. "bar" will be selected. Clicking "Save" while a directory is selected will not save, but navigate instead. Now I'm in "bar" again. I go back to /foo and try to click something else, say a file. This changes the to-be-saved-file's name to the selection.
After I asked someone who uses Gnome as their main desktop they told me "that's easy: you just have to ctrl+click on the selected directory to de-select it, then you can save in the current directory".
That, my dear readers, is indeed unusable garbage.
But, I only realized it now because almost none of the apps I regularly use make use of Gnome's default file open/save dialog. Linux's extreme inconsistency has some benefits ;)
Oh, and talking about Gnome, the only reason anyone uses it is that after configuring a few basic stuff, you can completely ignore it, just run your apps, forget that there's an actual OS with GUI somewhere beneath them. Heck, if even the applications running on it ignore Gnome and its "standard widgets", its biggest strength is that it can be easily ignored!
That's one of the most absurd and glaring usability bugs I've ever heard.
That is the most annoying part to me. Windows does this as well. It's such a rare thing to want to overwrite a file for me, I find it so irritating that if I accidentally click on a file name instead of a folder, suddenly I lose the file name that I wanted to save as. Usually I just cancel and start again. So stupid.
Apple have a tradition of being really bad at this. Many of the (slightly more) advanced features are completely hidden behind undiscoverable key combinations or very hidden features. The slide-to-reveal pattern on iOS (now mostly fixed with augmentations) is a good example. Middle clicking the titlebar in Finder to reveal the directory parents is another.
It's not like the Mac way saves screen real estate or anything. It's like the way Firefox lets me close a tab by middle-clicking on it. Most users don't know it's possible, but it doesn't actively harm them to have the feature there.
I really like the fact that the Windows save dialog is basically Windows Explorer, and I really miss those features when an application uses the older file save API (which gives a more Windows 95 / 3.11 interface).