Pubmed enriches any search term or search phrase automatically with available MeSH terms and synonyms (free text terms). Dialog is searching any term or phrase individually and is not adding MeSH terms and synonyms automatically. Those have to be added manually.

Search example Pubmed
"myocardial infarction"[MeSH Terms] OR ("myocardial"[All Fields] AND "infarction"[All Fields]) OR "myocardial infarction"[All Fields] OR ("heart"[All Fields] AND "attack"[All Fields]) OR "heart attack"[All Fields]

Dialog
mesh.exact.explode("myocardial infarction") OR (myocardial AND infarction) OR "myocardial infarction" OR (heart AND attack) OR "heart attack"