From someone traveling in the opposite direction at the moment: the Windows folder selection dialog is the crustiest open/save relic of them all and "open files are locked even to administrators" is a UX catastrophe. Lesser pains: it hurts to have missing consistent "jump to enclosing folder" semantics everywhere (command-click on mac -- only get an equivalent context menu 30% of the time) and to not have the ability to snap open/save dialogs to a particular file or folder with drag and drop.

The door swings in both directions, in other words :)