Hi,
I just try to install okular on Gnome and login using Gnome X11 session. When I click “Save As”, the dialog box opened on the background and not on the top of Okular main window. Maybe it also happen to you. You could check by not open Okular on the full screen window and let it on floating window state then click “Save As” and find in the background may be the dialog box opened there.
You could also try to reinstall it since Okular is an app for opening documents, it should be safe $ sudo dnf reinstall okular.