I'm fresh from a session of assigning twenty or so bookmarks to recipes (dishes of interest in my new copy of Herbal Kitchen). Here's what is really the problem with that dialog box: You can't hit the enter key to choose Save (as the default).
I'm someone who uses the keyboard a lot, and that's why it's so great to be able to jump to bookmarks by letter, and advance through the bookmarks that begin with that letter just by repeating it. But to actually assign the bookmark, I have to take my hand off the keyboard, use the touchpad (or mouse), move the cursor over to the 'Save' button, and click it. Even if I've trained myself to reach for the mouse as soon as I reach the bookmark I want to assign, it's still tempting to head for the 'New' button, hanging out there with a lot of space around it, rather than 'Save' tucked up there by the bookmark name.
A lot of EYB users are probably using a mouse/touchpad exclusively for this process, sometimes even when entering text. But for those of us who are keyboard people, this change would make a world of difference.