Why can't can SILQ open a document in the Desktop version of Word when using Dropbox?

In short, DropBox does not provide any third party application the option to be able to do this.

This might seem odd that SILQ can't do this given that Dropbox itself provides the option to open in the Desktop version of that document (e.g. Word).
The simple answer is Dropbox doesn't allow us to.

A more detailed answer is this:

When SILQ opens a document in the desktop that is located in SharePoint or OneDrive we are provided with a URL that we can send to Word that allows Word to open the document directly and when changes are saved, they are saved directly back to the online version of that file.

Dropbox does not provide this. What happens when a document is opened on the desktop from Dropbox is that, when you are in the online version of Dropbox it sends a command to the Dropbox application on your desktop that tells it to download the document. Once the document is downloaded that local application tells Word to open the locally stored version of the document. Then as you make changes to that document those changes are saved back to the local version of the document. The Dropbox application then syncs the changes back to the online version and thus SILQ.

Dropbox DOES NOT provide an option for any third party such as SILQ to trigger this process and as such there is no ability for SILQ to provide this feature for Dropbox clients.