This new Windows feature is going to become a real pain in the @%$&^!
But in this case, the folder selection dialogue could be working better. Currently, it only seems to allow entering a file location by browsing to that location. It should let a user just enter the location directly, without browsing.
If it did, and for example, I couldn't see my NAS in Windows Explorer to browse to it, but I could get to it by entering \\NAS\Music\ into the address bar, then I should also be able to directly enter \\NAS\Music\ into the File Location dialogue. I can't. In fact, I can't directly enter any location, on a local disk, or network share. I just tried to change it to "F:\" which is a local drive, without browsing to it, and the change wasn't saved.
So the only ways to enter a new File Location is to:
a. Map a drive to the network location.
b. Create a HomeGroup in Windows so that browsing works again. (Theoretically, because I didn't like HomeGroup last time I tried it, and haven't tried again.)
Enabling direct entry of the File Location would allow the use of UNC locations, mapped drives, local directories, or browsing to a location. But of course, there would be a risk of the location being entered incorrectly by a user as well. Only allowing Browsing to change the setting does make sure that the location actually exists.