On some Windows machines with network-mounted drives, the File-Print-to-pdf dialog takes *minutes* to become responsive, even when all currently open files are on a local drive.
This is the kind of thing the author is talking about. The programmers of that dialog box probably just called a generic "open file dialog" library function, without researching its worst-case performance.
In turn the library writers probably blithely coded something like "check if all mounted drives are accessible", without stopping to consider the worst-case performance.