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The DialogChoiceSelected event is not fired on the server - only locally. This makes it a hassle to hook up code that should be triggered by certain dialog choices in a conversation.
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Once you’ve finished interacting with a Dialog object, the dialog bubble completely disappears on your client. You cannot interact with it again.
These issues can be seen in this place.
While it’s certainly possible to make a custom dialog GUI system (which I will be doing now), it can be confusing when official ROBLOX objects don’t work as expected under FilteringEnabled.