Bug fixed. The problem is not actually with file extensions, but with a bug in the initial 1.8.4 release that prevents using platform-independent file dialogs. This bug is now fixed so this problem won't happen in the next release.
However, native file dialogs in recent Ubuntu versions (actually, in recent GNOME versions packed with Ubuntu; this is why this problem doesn't happen on Kubuntu) use case-sensitive file extensions. So if you use GNOME native file dialogs, this problem will continue happening for you. Please note that there is nothing I can do to change the behavior of native dialogs, since they are completely out of my control. In my opinion, this is clearly an error because case-sensitive file suffixes on GUI elements cause platform compatibility problems without any added benefit. I haven't found any configuration setting on Ubuntu 15.04 to fix this problem.
So the only solution for Ubuntu 15 / GNOME users will be to use platform-independent file dialogs, which can be easily selected with Preferences (File I/O Settings section). Platform-independent file dialogs will work without problems in the next 1.8.4 version. In the meanwhile, the obvious workaround is using the File Explorer window in PixInsight.