No @pe1chl is right, the file picker on Linux is pretty "minimal". And it's the same on KDE (SteamOS's ArchLinux) and GNOME (Ubuntu Desktop).
And AFAIK, all comes from Qt library, and their SDK suggests:
On Windows and macOS, this static function uses the native file dialog and not a QFileDialog.
...so @pe1chl and Linux user get the "QFileDialog" look-and-feel above.
On Mac, you get a navigator on right, so while "Macintosh HD" being default is odd. You can click the right thing on right to @phascogale's point.
So it's more MikroTik expecting the cross-platform library to "do the right thing", and it doesn't. So MikroTik would have "re-invent" the file dialog for Linux to fix that. For Mac, it seems some QFileDialog call needs to use QDir::homeDir() instead as starting path (since default is empty string).
UPDATE:
So MikroTik would have "re-invent" the file dialog for Linux to fix that.
I checked on QGIS, which a Qt-based app, on Ubuntu using GNOME and it shows a rather sane dialog:
So maybe they did re-invent the wheel. A quick gander at QGIS code suggest they call a Qt primitive (although they do a lot to remeber the path).