Just a curious afterthought/observation...
I have not noticed my NAS spin up with an open or save-as dialog. It only spins up if I open a relevant path in Windows Explorer. Sure, the NAS is a little Linux server, so probably has something to do with that. As I said, just an observation.
I think Windows treats network drives differently and allows them to be in a "disconnected" state until a connection is explicitly forced. At my workplace right now, I have a bunch of mapped drives and drive W: has a red X on it. If I explicitly click on it, it takes a few seconds and then the files appear and can be traversed without any lag/lack of speed.