Yes that conundrum did occur to me too, but I hoped you'd have an ingenious solution up your sleeve!
Could you put an additional section in the dialog where you can specify the path to the folder? In the Ingest dialog we have Destination Path and "Folder Name" fields, so a similar arrangement could be used in the save or copy dialogs. Obviously if a specified folder does not exist it would be created, but it would also open up the possibility of using Variables in the path creation. To keep current behaviour, the whole section of the dialog related to this could be check-box activated so that if unchecked it is ignored and the user is passed to the standard OS X "choose destination" (for save or copy) dialog.
Would that be a viable approach?