Thank you for your query.
It is important that a saved message file has an extension of .fml because the Message Viewer only looks for such files in the selected folder.
If you use the mouse to click on the filename box, or use the keyboard to Tab to the filename box, all text in the box will be highlighted. If you then type text, you will replace the original filename. But if you use the mouse to click again (or press left-arrow/right-arrow on the keyboard), you can edit the original filename – thus retaining the .fml file extension.
This inconvenience is probably a limitation of the software. I will send your feedback to Engineering for review; we may add this to our enhancement database for Message Saver.