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You're probably referring to the first dialog that appears asking for a proper session name and then the second one for the actual file name to be written. This second one is often like the native file requester you get from your desktop environment (Nautilus from Gnome?). The first one is actually necessary for having a proper session name. Session name is not always the same as the file name, though. However that initial session name will be indeed the one suggested for the file name in the second dialog. You see, you only get this behavior when saving brand new sessions, untitled scratch sessions so to speak. That's it.

Cheers