Thank you for following through. You're right, I overspoke. Opening is interpreted as "open in Excel" even for, say, a PDF, in Excel. Oops - I've only actually deleted files that way, FROM EXCEL. Interestingly, Save As in some other Office products doesn't try to open something in that product. E.g. in Notepad if you go Save As, you can right click and open Excel files. I've actually done that, but I erred in generalizing that behavior to Excel. Either it's a different Save As dialog, or is interpreted differently by Excel.

"oh-while-I'm-there sort of thing" is a perfect description of what it achieves for me as well. It's not a "normal" way to do Explorer operations, but if it works, and you're sitting in a folder of interest, what the heck.