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On Web Client Interface, click [Magnifying glass] of Search field, [Other record search] is displayed, and lookup dialog is displayed.
On Unified Interface, [+NEW] and [Change view] are displayed, but lookup dialog is not displayed.

According to the following Community document, lookup dialog can be displayed by the advanced customization.
It would be smooth transition between Web Client Interface and Unified Interface if the feature is implemented by default.

Title : Show Lookup Dialog in Dynamics 365 v9.0
URL : https://community.dynamics.com/crm/b/crminogic/archive/2018/06/28/show-lookup-dialog-in-dynamics-365-v9-0

There is the setting item of Enabled/Disabled record filter on Lookup dialog.
The user would like to use the feature on Unified Interface as well.
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