The NBT tag "Dimension" doesn't exist for any non-player entity.

For example, this command will function:

execute at @a[nbt=\{Dimension:"minecraft:overworld"}] run summon chicken ~ ~ ~

But this command won't work:

execute at @e[type=chicken,nbt=\{Dimension:"minecraft:overworld"}] run summon chicken ~ ~ ~

When using the non-functioning command, an error message saying "No entity was found" will appear.

It is also worth noting that this took effect in 1.16 release candidate 1, but there was no version id I could select.