The Open and Save panels were modified in macOS to automatically extend the application's sandbox to include files selected by the user. It is a somewhat clever way to ensure the user has given permission to access something new without actually asking (no question prompt).

In general though, the idea is not to grant extra permissions to one process but to run other programs that DO have the required permission. This can all "appear" to be happening in one application on macOS even though multiple subprocesses are involved.