The Qt built-in file dialog seems to be causing some confusion to long-time users who have "native file dialogs" set to disabled in their config, probably from a few years ago. The Windows native file dialog can show thumbnail preview as file icons thanks to the shell extension (not just the preview pane on the side like in the Qt one), and it brings a better user experience without notable drawbacks. I would suggest to hide the "Enable native file dialogs" option for Windows and have it ignore the config value there, if there isn't any known blocking issues with it.
I think it would need a discussion with other artists first...
I think we can do this after 5.0, but we should take care that it's documented that this option is hidden on Windows.