@benhenderson, please prefix the “topic title” with "AlienDalvik: " or something similar to clearly denote that this issue is specific to the AlienDalvik Android runtime environment.
Do you have an Android app installed, which is capable to handle file intents? That means, for example a file browser app, which provides the file picker or file chooser intent for other apps.
For details, see my Guide for installing Sailfish X on Sony Xperias, section 4.5.2 “A proper Android file-manager”.