thanks for the report. yes, that appears to be a regression. For me either the code you pasted or slicer.util.openAddVolumeDialog() brings up a native dialog and always returns False. Can you file an issue on slicer github?
As a workaround, you can do something like this:
d = qt.QFileDialog()
d.exec()
slicer.util.loadVolume(d.selectedFiles()[0])