Uhmmm, I wonder if Ctrl-J is an answer.
This would force the document to be opened externally (outside UR) within the host appilcation, then if you need to move focus within UR you can do so (without triggering the dialog), then return to editing the externally hosted document.
When editing is complete, Save the file, close the host app, you are returned to UR, and the edited document follows right along.
Just following a train of thought.
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