When setting the parent canvas for the DialogManager, which is required when using multiple canvases, the InitDialogSystem method overrides the preset.
I was able to get around the issue by changing lines 72-75 in DialogManager.cs as follows
if (m_ParentCanvas == null) {
transform.SetParent(FindObjectOfType<Canvas>().transform, true);
m_ParentCanvas = rectTransform.root.GetComponent<Canvas>();
}