Well, very strangly, it has suddenly, all by itself, decided not to show this dialog box anymore. Now, if I go File > Open, or double left click in the work space, it goes directly to the Explorer window. Same with Cntlr-Shift-S. Weird.
The screen shot you showed is the dialog box for saving as a Photoshop Cloud Document. It somehow got switched over to that. You always have the choice of saving either way, so even though it has been accidental up to now, you can control it. In the screen shot you posted, the way you would switch back to the standard Windows Save dialog box is to click the On Your Computer button. Once you do that, it stays that way until you switch it back.
To switch the other way (to save as a Photoshop Cloud Document), in the Windows Save dialog box click the button that says Save to Cloud Documents.
What could have happened is that a stray mouse click hit the Save to Cloud Documents buttton, so you unexpectedly ended up in the cloud-oriented Save dialog box.