I was toying with Dialogs and I have a script that listens to DialogChoiceSelected. I can print the connection (I just set a variable to the connection and print it), but the function never actually runs when I pick an option.
I think that’s all I can really say.
IIRC the last time tried to use Dialogs with FilteringEnabled, they were completely broken. I believe the object browser marks them as deprecated as well. I ended up making my own dialogs that do work with FilteringEnabled.
Then that’s it.
Eh. Writing my own dialog system is an option. It’d just be kind of rediculous, it was for a joke model.
I’d wait a week or so. 
Roblox should fix it since they’re pushing places made with FE, and I’d make good use with DialogChoiceSelected.
This method works in LocalScripts, and as such I think this is intentional behavior. Migrate your code to a LocalScript and use remotes to pass data to the server. This works fine on my games.
Confirmed this does work in LocalScripts, but not very intuitively. The wiki page should be updated to reflect this. It has no mention of only working in a LocalScript. The example code provided there is misleading because it implies that is code is running in the Workspace (which we know LocalScripts cannot do), assuming the Dialog is under the Workspace. Over a year later, the wiki page could at least have a mention of this issue.
You should make a new post in #platform-feedback:documentation-requests stating this.