I've had this problem for a few DW versions, since Mojave and now through to Catalina update, but my Dreamweaver will not interact with the Finder in any way. The only way I can open files is to double-click them from the Finder window, drag to the application, but the Open... dialog box will NOT show up. I also cannot Export Site Settings, which would also invoke the Finder window to save it out. Save As... of course also just fails. No alert, no message, they just don't work anymore. Anyone else experience this and what did you do to fix? Thanks!
Restore Preferences. That fixes most problems.
Failing that, contact tech support. Click the chat bot icon. Type AGENT followed by Return key and wait for a human.