This wasn’t something that Obsidian did. When you export your data from Roam, that’s just how it exports. Roam just copies the title as the file name, and when creating files / means folder, so you end up with Things I want to learn / Have Learned becomes a folder with a file in it.
I had the same issues with this exporting from Roam also. As well as : not being a valid character in Windows file names, causing the zip file extraction to throw an error, the files to have underscores instead of : and internal links no longer working.