It's a known bug - I've logged that several weeks ago, still no fix at the horizon ;-)
I agree it is annoying. You can always use the CEP function from the HTML Panel, but if you have to rely on code from JSX there's no workaround yet (which is? Annoying!)
I've found that the HTML dialog hangs Photoshop too (OSX, CC 2014).
var fileObj = cep.fs.showOpenDialog();
csInterface.evalScript("sayHello('" + fileObj.data.toString() + "')");
The select dialog displays correctly, I pick a file, click Open and the dialog hangs there, the wheel spins and I have to force quit PS.