Ah, this has been discussed before, but the forum’s search function is so deficient that I cannot find the thread.
Ah here it is, buried in another discussion: KiCad: The case for Database driven design - #206 by retiredfeline
It is possible to define say KICAD_USER_DATASHEET_DIR to be a local file prefix in the form: file:///home/user/kicad_datasheets (note that file:// is the scheme, replacing the usual https:// and the third / is the root of the Linux filesystem, in Windows it would be something like file://c:/…)
As far as I know the browse dialog doesn’t know about variable expansions.
Maybe you should put in a feature request on Gitlab if there isn’t one already.