Windows' file picker is actually an almost fully-featured Explorer instance, and is easily accessible from any application with a single function call. The "loose components" model that a lot of OSS seems to follow means that things like this require more effort, despite the fact that GNOME is supposed to be an integrated environment. What’s the point of doing a whole upgrade of the GTK toolkit while ignoring this pr…
It seems like the opposite. It's the tight integration of the toolkit with applications that causes this issue. If there was loose integration between the file picker and the application and its toolkit, like with the newer xdg-deskop-portal protocol, it would be simpler for someone to create a better file picker witout risking breaking anything else, and for applications to be made to use it.