Yes, technically we can add auto-anonymous-rename and we can display the real file name when signed in (what you suggest is what we do – we keep the original file name in encrypted form in the encrypted file).
Auto-add is on the to-do-list, as is another related issue:
We do display the original file name in the recent files view. To do so from Windows Explorer is possible, but non-trivial because it requires some communication back and forth between the shell extension and AxCrypt, so this we probably won’t do. We might do something inside the app though to facilitate finding the right file when it’s not in the recent file window.