After upgrading PyQt5 to latest, PyQt version works as expected. In PySide2 windows are still pinned together.

from PySide2.QtWidgets import (QMainWindow, QAction, QFileDialog, QApplication)
import sys

class Example(QMainWindow):

    def __init__(self):
        super().__init__()
        self.initUI()

    def initUI(self):
        openFile = QAction('Open', self)
        openFile.triggered.connect(self.showDialog)
        menubar = self.menuBar()
        fileMenu = menubar.addMenu('&File')
        fileMenu.addAction(openFile)
        self.show()

    def showDialog(self):
        fname = QFileDialog.getOpenFileName(self, 'Open file', '/', options=QFileDialog.DontUseNativeDialog)

app = QApplication()
ex = Example()
sys.exit(app.exec_())

Since you gave it a parent, I am not surprised to see both move together as the dialog is modal to the parent widget.. Can you provide a minimal example script that shows this ?