Picking directories has been pretty broken forever as well. Say you start in ~/Downloads/foo and want to store the file in ~/Downloads, then navigating up will have "foo" selected, with usually no blank space to un-select (so you'd need to do ctrl+click or something to that tune); clicking "Save" (or whatever) will then
descend into that directory instead of saving, so just using the mouse, or not using any shortcuts, you really can't do this.
This, other UX and even performance (!) issues that have been mentioned in siblings as well as TFA makes the Gtk file pickers easily one of the TOP10 reasons to avoid Gtk and Gnome for anything.
The interaction design of these dialogs is simply shit. Windows (and also KDE, which has been using a copy of the Windows dialog for about 20 years) show how to do it correctly.