In most Mac OS X applications, the (file) open dialog allows the user to click on any open Finder window to specify the directory. ST2 does not provide this feature, but (IMHO) it should.

Wait, you open the Open dialog, and then just click on the Finder and the open dialog changes? I’ve never seen that happen in any app…

I just walked through it in TextMate 1 (on Snow Leopard). I used File > Open, then moved the cursor over a Finder window. A dark overlay appeared over the window and a tooltip appeared next to the cursor, giving the name of the last directory on the path. When I clicked on the overlay, it disappeared and the directory in the Open dialog was updated. Pages has the same behavior, but TextEdit and Preview do not.

However, it turns out that this behavior is the result of the Default Folder X extension. Owell.

Oh, gotcha.
I will mention this, though, in case you didn’t know: if you click and hold on the little folder icon in a Finder window titlebar, then once it turns dark you can drag it into the open dialog—this will make the open dialog move to that folder. (You can actually drag anything you want into an open or save dialog, and the dialog will change to select that item.)