Originally Posted by johnsfine
Maybe I'm missing out on some features I don't know exist.
Yes, you're missing file associations, for instance; when you open a video file on Dolphin, it will attempt to launch some KDE program like Dragon Player or Kaffeine. Open an image file and it will attempt to launch Gwenview. And so on. I guess it can be set up to use the programs that come with other DEs, but the default behaviour is to use KDE software.
Not to mention the fact that when you use Dolphin on another DE -- or any other file manager, in my experience -- it won't look as clean as it looks on its own DE, so you'll have the entire desktop using a set of icons and a specific look & feel, and the file manager will look quite different to the DE it is being used on.
Sure these may be minor issues, but saying there is no integration is not entirely true.