Hmm, quite possible I can imagine; it may probably have something to do with the fact that in dialogs the engine is stopped (no game frames are running) but the user input is constantly polled to update its state.
Anyway, it's just a guess from my side...
By the way, games invoking plugin functions (both: returning-something and state-changing) may also cause troubles for replay unless these plugin functions are handled properly from within the plugin itself (API should then provide means to handle the situation, ie. is_in_replay_mode), and that's yet another hassle to deal with, unfortunately.