The dialog boxes are often modal, meaing you are not allowed to work with the program until the dialog box is closed. But, you will often need to search for info such as variable numbers, or do something else. So, you then have to close the dialog, and start over after checking up on needed info, or you have to just entering some non-sense and then correct it afterwards. This disrupts your workflow, and makes the whole experence less fluid and user friendly. Go modeless on your boxes wherever possible so that we can work as efficiently as possible.
This will not change for the existing desktop application for the interactive mode. We do recommend using the workspace so that you don't experience the blocking model dialogs.