You do need to give access to root of your SD card. It won’t work if you just give permission to individual folders.
Oo some devices, this system dialog act a bit weird. When it’s opened and it shows root of your SD card, it won’t show you “OK” or “Use this folder” button.(or whatever the title of that button is). What I found to be helpful is to go into a folder and then again one level up, so you end up again at the root of SD card. Only this time the button will be available.

Let me know if that helps.