When you download for example the MW Developers Guide
http://www.mediawiki.org/w/index.php?title=Special:Book&bookcmd=render_collection&colltitle=User:Wikinaut/Books/MediaWiki_Developer%27s_Guide&writer=rl
you'll get a PDF file titled "collection.pdf" when storing the PDF.
Suggestion
Better would be a meaningful file name title which corresponds to the Wiki book/collection page title. Non-ASCII character need to be stripped, or transliterated or url-encoded, and spaces replaced with underscore.
Version: unspecified
Severity: enhancement