I don't think there would be a particular easy way to change this unfortunately. I suspect looking for the particular way we store the data and doing a text find and replace would be too generic and not work right. There is an event system in Hype, but the HypeSceneUnload event isn't fired if the scene doesn't exist, and even if it were, it doesn't give information on what the next scene will be.
This is a common request though - we already have an item in our tracker to convert Jump to Scene actions to Go to URL actions automatically when doing this type of advanced export. For now, you will need to manually change these.
There's plenty of reasons for exporting scenes as separate .html pages, but if the only reason you want to export as individual pages is for distinct URLs you may want to look at this: