Yes, I can use the open dialog but I cannot not add an external folder that resides on OneDrive (option is grayed out) or add a connection to OneDrive like with Dropbox or Google Drive.  Just guess I’m not getting why direct integration with OneDrive would not be a desirable feature to add value to the application.

Plus one here. Native support for iCloud, OneDrive and Google Drive are imperatives for modern applications.