Hello @cpury
Thank you for contacting the Instructure Community. There have been many users asking for the same and other similar things - right now your only option is to rename the folder after you've downloaded the submissions in bulk. However, there should be some upcoming changes. With the new ideas and theme redesign, some of these ideas will be looked at by Canvas engineers, CSMs, and product managers and hopefully implemented soon. This is the theme that most closely relates to your needs:
https://community.canvaslms.com/t5/Canvas-Themes/Improve-Download-and-Printing-Options-for-Graded-Wo...
Please feel free to check it out and there are other ideas listed below you can browse through. The redesign for ideas and themes was just implemented and isn't at 100% functionality for users to engage in but you can get a good idea of where things are going. The idea is to get some of these more requested features (like yours) to a better sound board so that Canvas can implement the things that are most requested. Hopefully this helps.