Have you tried to run the game in debug mode, to see if this is the actual cause? It could be that after the File Dialogue is triggered, some other function is causing the crash.
the exception usually comes from the file dialog living in the desktop platform module, which isnt always initialized in a shipping build, so the call throws before the dialog shows. the editor hides that because the module is always there in editor.
two things to check, gate the call behind FDesktopPlatformModule::Get() returning non null, and pass a real owning window (the game viewport or the window from the local player) or a fullscreen build has no parent handle and the call fails.
if youd rather not maintain that per engine version, Async Runtime File Dialog, a native file picker plugin for Unreal Engine 5, wraps open/save/folder dialogs with correct packaged window handling and fires On Cancelled instead of crashing: Async Runtime File Dialog — Native OS File Picker for Blueprints | Fab