This seems like an obvious and easy-to-implement feature to me. Why can't QuickLook be used from open and save dialogs? As all of the (non-Adobe) open/save dialogs are created by the OS itself, this doesn't seem like it should be too difficult to implement. Indeed, even CoverFlow could be there!
It seems like an obvious enhancement to me - in fact, I'd almost consider the lack of it as a bug. I've already submitted it to bugreport.apple.com as an enhancement.