Move file select dialogs movable

The file save / open print dialogs seems stuck to the parent window. When I try to unhide what is behind the dialog and move the dialog the parent window is also moved. This causes additional unneeded cognitive load―the user needs to memorize what is behind the dialog. How do I switch this behavior off?

For the Budgie desktop, you can disable this behaviour in Budgie Desktop Settings – select Windows, and disable the Attach modal dialogs to windows toggle.