There are two file systems available with z/OS. One is the "classic" file system (my term, I don't know how IBM differentiates) which has roots going back half a century to OS/360, the other is more recent and is Unix compatible.
You are using the "classic" file system. There are no directories. Sometimes there is syntactic sugar available in an FTP client that makes the dataset name qualifiers (the "AAAA" and "BBBB" parts between the dots) seem like directories. They aren't.
I suggest you use wildcards in the argument to your listFiles
method. See if "AAAA.BBBB.CCCC.DDDD.**" gets you what you expect.
Something else you could try would be to pass the argument "AAAA.BBBB.CCCC" to your changeWorkingDirectory
method.
Depending on the implementation of the library you're using, either of the above may do the equivalent of the ISPF DSLIST command.