do exactly as you are - you have to rename within SysEx Librarian (it can’t know project name) or rename in finder after you save
Do this until sometime from 2021 that Transfer may support receiving rather than just sending, it’s on the roadmap, but it comes out in small steps in functionality to ensure there’s no issues introduced, steady as she goes so to speak - but it is scheduled to be a C6 replacement and more (although not for older gear like MD etc)