There currently is no such feature, you would have to download the files and then reload them in the new system to be sure they retained the original names.
I will keep this in mind for a future enhancement but its a low priority unless someone wants to sponsor development, in which case it could be done quickly :-). I don't think its really an export that we are talking about but a utility to either copy the files to a new folder on the server and restore their original names or perhaps also an option to just rename them in the current folder.
The main purpose in storing them on the server with guid names and .config extension is to secure them. .config files won't be served by plain http request and guids obfuscate the contents.
Joe