On recent releases (I seem to recall 3.0.x won't have this issue), Krita won't use KDE file dialog within KDE Frameworks 5 to open/save files, import layers and stuff like that, but default Qt file dialog. Which is pretty annoying - no previews, no bookmarks, no KIO... Right now I'm under Gentoo GNU/Linux with KDE Frameworks 5.40, and Krita was emerged with Qt 5.9.2. Let me know if you need something from my part. :)
After making sure you've got the KDE platform integration plugin installed, check whether Settings/Configure Krita/General/Miscelleneous/Enable native file dialogs is enabled.
Also make sure that you've checked "use native dialog" in the settings. https://docs.krita.org/General_Settings#Miscellaneous
Didn't knew about that option under Krita's settings. Activated, KDE file dialogs are back. Thanks! I'm marking by myself this bug as "resolved invalid" but still I'm curious about the "KDE platform integration plugin". Where can I get that? Why isn't it shipped with the Gentoo ebuild?
If checking that checkbox gave you kde dialogs, it is shipped with gentoo.