A ‘.style’ file is actually a re-suffixed .zip file.
A Style’s ‘name’ is set inside one of the files in it.
If you rename the .style file in Windows and load it into a model the original name is used for the imported Style - not the file’s name, which might be different.
If you rename a Style in the model and the save it out into a Collection, then the new name is used for the .style file, and the name is now specified inside the .style…