When I am opening a file (Archive > Open) in any program (for example, Gimp) I sometimes found in this "Open file window" some mistakes in some file's name and I want to correct them. If I want to do that I have to go back to Nautilus. The same thing if I want to delete a file. I would like to be able to change name and delete files in this "Open file" window. In Windows you can do that.
kevinfishburne explains very well what I wanted to say in a comment (thank you!):
Most applications whose functionality include allowing the user to select a file or directory accomplish this by presenting the user with a GUI. The GUI is usually a separate (child) window of the main (parent) window, created with code from the API/library of the developer's choice. KDE, GNOME, and GTK all have their own libraries with their own different GUI's for selecting files and directories.
In contrast, MS Windows typically has two GUI's for selecting files and directories. The legacy GUI, with limited interactivity (can't delete, rename, etc.), and the Explorer GUI with full Explorer functionality (open, detail/thumbnail view, properties/permissions, etc.).
The problems being addressed here are that:
1) There are too many different GUI's being used for file/directory selection in different programs.
2) The GUI's are all terrible with extremely limited functionality.
KDE's doesn't list GNOME bookmarks, none of them let you manipulate files with much of the functionality of their respective file managers, and they generally either don't show thumbnail previews or do so in a limited way.
This problem needs to be addressed on two levels:
[....]