Impossible to transfer worlds from Application to External storage and vice versa

It won't give me the transfer application to external dialog when I change it to external storage.

Steps to reproduce:

1. Create and exit a world if you already don't have one
2. Change File Storage Type from Application to External or vice versa in Settings -> Storage

Observed result:
The worlds from the other storage type are gone with no way to transfer them.

Expected result:
It is possible to transfer worlds from the other storage type either via the Storage section in Settings or via an automatic pop-up.