Keep in mind that there are two sorts of chests in these dungeons:

There will be small chests scattered throughout the dungeon, and these are the ones that have regular loot items, things like the 25 water shards and 5 aldgoat skins mentioned above. These are randomly distributed among the party members, and no loot window will pop up since the game decides who gets what. (I think that there may be some other items that need to be rolled on by the party that come out of these chests--manor varnish perhaps?--though they are more rare, and if I'm wrong about that, someone please correct me!)

The other chests are bigger, and only show up after your party defeats bosses in the dungeon. These chests will cause the pop-up window to show up, or the button that can be clicked and then shows the window, so that you can roll on the items--typically gear, but in later dungeons there may be special items like minions as well.