By default, Geany does not use "native dialogs." This feature allows you to restrict access to the file system, granting the package access only to what is specifically granted through the selection dialogs. This feature can cause problems when trying to access files generated by Geany in the directories mounted for those files, since they are not accessible from outside the sandbox. To enable or disable that feature,

Edit -> Preferences -> General -> Miscellaneous -> Use platform-native file dialogs.