A component definition has two properties, the Path from which it has been loaded and the Name. Renaming the name does not affect the ‘Save As’ feature automatically.
(There was a fix in version 5~6, I believe, that dealt with inserting components with the same (file)name).
I believe it is by design, otherwise, the risk of self-referencing is too high.
Workarounds are, ‘Save collection’ , then iterate through that folder and alter the names of the files and then use this script:
USE AT OWN RISK…