I would be very annoyed if every screenshot I took was saved. I often take dozens of screenshots per day, and I save one maybe once a month. That means my screenshots folder only has meaningful entries. If everything was saved, I'd have to clean it up all the time.

There might be a small misunderstanding regarding the "dialog". Once you've selected an area you're shown the outlines & can still modify them, and the buttons (Accept (for further editing in Spectacle), Save, Save As, Copy, Export) are shown below those outlines.

This approach seems objectively superior to your suggestion.