How to select a photo from Mac OS photos from an open/attach dialogue box

If you scroll down in the sidebar, you should have a "Media" section with a "Photos" item:

When you select that, you are presented with a photos browser, where you can select any photo from the Photos app:

You'd need to open Photos or iPhoto, drag the file to the desktop, then use the above dialog to open it. (Some applications do support dragging directly from Photos or iPhoto, it just depends.)

Also, you can urge application developers to support sharing extensions which would allow you to use a share sheet in Photos to open the photo in your chosen application automatically.