The file dialog is always grouping numbered file together (file series) but it should not
FileSeries grouping is used when showing multiple file numbered like this
foo_0.vtk foo_1.vtk foo_1.vtk
However, this grouping make sense only if the user is doing
File -> Open.
Any other case should not group file together, this includes but is not limited to :
Save Data, Load State, Save State, CustomFilters import/export, Camera path import/export, preset import/export...