This is a new functionality added in RecentX . While in File Open/Save dialog, you can go to RecentX window and choose the required file. You will automatically see it selected in File Open/Save dialog.
Switching is normally not needed as you can directly select the file from RecentX when opening. When saving, you can select the folder and type your new file name in the dialog and click on Save.
You can watch this short video for more clarity :