OK i did some testing on Kubuntu 18.10 and first to set things straight. We are not talking about using the native file managers Nautilus/Dolphin, but about using native (GTK/KDE) file dialogs. Now as for Ubuntu (GTK). That seems to work just fine, enabling it, but as for using native KDE file dialog. That didn't work on Kubuntu 18.10. I did some additional tests (directly by using PySide) and couldn't enable the native KDE file dialog. Therefore i don't know if this should be possible or not and if it is supported by Qt. I was guessing it was. If it would be possible, then i am guessing such dialog could respect single/double click behavior, as set by the desktop environment (setting in KDE System Settings -> Desktop Behavior). This is only guessing.
But now back to your original question. I had to use double click, to for example enter a directory. Using the default FreeCAD Qt file dialog on Kubuntu 18.10. Therefore i wonder why this works differently on your side in the first place.