I've configured the KDEGlobals with SingleClick=false directive. This means I single-click to select in most programs (eg Dolphin) and Double-click to execute/activate. The KFileDialog file picker always does the SingleClick=true behaviour (ie single-click to execute/activate) regardless of what is set in KDEGlobals, which is a bug - It should behave in whatever way the SingleClick= directive is configured.
Please be more specific about "KDEGlobals", i.e. exact path and filename. Also, if you are mixing Qt4 and Qt5 applications, make sure you update the setting in both files.
Ah thanks for the tip - You're absolutely correct, I've got it configured in ~/.kde/share/config/kdeglobals (KDE4 I presume), but not in ~/.config/kdeglobals (KDE5 I guess?) - setting both resolves it Apologies for the dud bug report, and thanks for looking at it :)