I’d suggest that you lookup and learn keyboard shortcuts. Going up a directory is Cmd + Up Arrow, going to Desktop is Cmd + Shift + D, going to Documents is Cmd + Shift + O, going to Downloads is Cmd + Option + L, Cmd + Shift + G to bring a Go text input that understands ~ for home folder as well as autocompletes on tab, and so on. While macOS is not as keyboard friendly as Windows or Linux, it’s not totally devoid of it either.

If you’d like to have a more powerful experience with file dialogs, the paid application Default Folder X [1] is worth it.

[1]: https://stclairsoft.com/DefaultFolderX/index.html