I had a look and cannot find a feature request for this.
When loading a state and selecting new files to replace the existing ones, I believe that there should be an option to automatically rename the file in the pipeline such that the displayed name in the pipeline matches the file that the data is sourced from.
I say an option as opposed to just a default, as naturally, users may wish to rename the files to something more descriptive in the pipeline
Many thanks for the continuous improvements to ParaView!
Matthew Collins