When the "Open file" dialog is called, the default location that is displayed is the "Recently Used" list. This is often counterintuitive.

Here's a concrete example to reproduce:
1. Right click on the desktop and choose "Desktop Settings..."
2. On the "Background" tab, click on the "+" icon to add a new image file. The open file dialog (here named "Add Image File(s)" opens.
3. Notice that the "Recently Used" place is displayed by default.

If I wanted to add multiple images form e.g. ~/images/wallpapers as potential backgrounds, I'd have to manually switch to the ~/images/wallpapers directory for each single image file.

A better approach imho would be to display the contents of the directory where the last file was opened.