Sometimes though, it's a real pleasure.
I wanted to save a file to a folder I had open in a window. I dragged the target to the "Save As" dialog window and, as expected, the context changed so I could save to it.
There are other ways to duck file navigation, but this is a very useful method. I don't think it's at all new. I think I read of it years ago. I just rediscovered it because it felt like it should work.
If only the rest of OS X worked so well.