That’s quite explicit, dolphin can’t access your network by default, because bazzite runs dolphin in flatpak and flatpak is all about adding restrictions to applications to improve security.
You might loosen the restriction for dolphin to access the network using flatpak configuration for apps.
Fixing this in kio-extras (where the thumbnail is done) / dolphin is possible, but takes a lot of effort, using portals. Help welcome.
It is not a widespread problem. I use Fedora 44 KDE (just upgraded) and mine works fine accessing a NAS drive via SMB. Dolphin version 25.04.01. Password Manager pops up after a reboot or boot up when trying to access the NAS drive only once and pressing OK will give access to the Network Drive until the next reboot or power up.
I know I’m just one other person, but over the past 2 days I’ve spent too much time troubleshooting SMB in Dolphin. The solution that eventually worked for me was using the format “smb://user@XXX.XXX.XXX.XXX/” instead of the “smb://server-name/” format I had been using (with the same setup) for a long time. The issue came out of nowhere, too - no updates, no noticeable changes, no major events - IDK /shrug