Can't follow an alias when in open dialog window

I've created an alias to a filder that is synced with Dropbox inside another folder (its original place before moving to Dropbox folder).

In Finder, I can follow this alias an see I the files inside it. But when I try to follow it from the open dialog window in applications like Numbers, Photoshop and others, nothing happens; I just can't see the folder contents.

Is this a bug or am I doing something wrong?