I guess so as well. @cousteaulecommandant with current GIT master (installers can be found on https://nightly.geany.org/mingw64/) and with the release, you can enable native Windows file open/save dialogs, maybe these offer better navigation aids.
Apart from that, I agree with @elextr that we probably cannot modify the GTK file chooser dialogs.
So closing, re-open if you disagree.