I've done some research, and I don't think it's possible. At least not with the direct native C GTK+ API, which is what I tested.
In my testing, I always either got the local directory's path prepended to the http:// URI I had entered in the dialog, or I got back (null). I did call the get_uri()
method, not just get_filename()
.
I also took a quick look, as a reference, at the GIMP application's File menu. As you probably know, GIMP provides the G in GTK+, so it can sometimes be used as a reference for ideas on how to use the toolkit. GIMP does not try to support URIs entered in the file chooser dialog, instead it has a dedicated Open Location command, that opens a simple dialog with just a GtkEntry.