The File->Open one calls QFileDialog::getOpenFileName(), and the AddExisting one calls QFileDialog::getOpenFileNames() (note the plural) because the first only opens one file while the second allows the user to select multiple files to open at the same time.
So it is a bug in Qt if they work differently. One of many. We used to use native file dialogs in Qt on Mac but that caused crashes so we switched to non-native dialogs from Qt on Macs.
But then you get bugs like:
https://bugreports.qt.io/browse/QTBUG-6875
That you can fix if you manually use QFileDialog and set your own sidebars but that is not how we do it in Sigil and we open files in lots and lots of places.
Sorry but Qt is the one who should fix this but of course Mac deciding that Volumes should be "hidden" is the root of the problem.
The best I can do is create our own QFileDialog and not use the built-in static routines and make sure to force add /Volumes to sidebar. The built-in routines do not let me do that.
Maybe something for a future release.