Because of filesystem restrictions, you can’t have “?” in a filename and all note titles are essentially filenames, but this brings up a good point, which is the link auto-complete is not giving you a warning about illegal characters like the note title does. I am going to file that as a feature request.
Possible solution: Obsidian could create percent-encoded filename, like url.
“How to Build a Spaceship%3F.md” or “How%20to%20Build%20a%20Spaceship%3F.md” or “How+to+Build+a+Spaceship%3F.md” or …
Then all search/linking/… functionality would need to encode/decode as needed, in order to allow use of “How to Build a Spaceship?” within file content and perhaps displaying it in file explorer.
This would be probably a feature request.