The name you choose when exporting is what Hype is going to use, but I can definitely make a note that you should consider the name of your document when exporting. We may have some way to more carefully check this export name in future releases.
One note about the ‘Export’ dialogue: Due to sandboxing restrictions, the save panel is controlled by the operating system, and we are are required (as far as I know, @jonathan can speak more on this) to use both the location and filename used when a user inputs something in that field.