Only spoken dialog appears in that window. The SendMessageToPC
function generates Feedback. It's a nice easy-to-use function.
In theory it would be possible to also call a dialog with a single Entry and pass the location parameters as custom tokens or some such thing. But you would also have to spawn an invisible placeable which would then "speak" to you the location parameters. Then you'd call DestroyObject on the placeable when done.
So, it was just easier the other way.