Iirc, we did some back and forth over that about 18 months ago, as dialogues didn't look quite right without the bold - and I do think that it looks a little light on your mockup. I don't think there's a hard requirement they match table headers; they are distinct types of header.
Happy to try out change though if you can workup one or more suggested patches.
Two more things we're going to add to the style guide are the dialog labels and buttons within the dialog.
Dialog text fields:
These will have 14px bold labels, and the text field box will be 36px in height
Larger text fields should be set to 360px in height and have a draggable corner to adjust height if needed
Buttons in dialog:
The should be one solid color to help them stay consistent with the aesthetic of the rest of the application (ex. alerts styling).
enabled and disabled versions of buttons:
In terms of usability, having the most common action in the corner makes it easier to find and click. Rearranging the buttons so that 'save' is at the end would accomplish this.