It wouldn't bother me. It would, perhaps, be a little more 'friendly' for WindowXX users.
One thing that troubles me about GE file dialog is that the files don't always seem to sort alphabetically on my machine so if I am adding a new animation, I have to search through a mess of data files to find the new file. In the standard windows file dialog, the files can be sorted in a variety of ways.
I wonder if it would make it harder for you to add support for mac, linux, and other OSs though...
