Breath of fresh air. You’re probably a better judge of these things than I am.
![[attachments/file#1.txt]] is a link to a heading called 1.txt in note called file, so there’s nothing wrong with the syntax, is there? It is valid.
And when we drop a text file called file#1.txt into a note, we get the warning that "attachments/file#1.txt" is not created yet. Click to create. and know immediately that the import has a problem. In this case, a user-generated problem for employing syntax that is trying to create a link to a heading in a note. If the user wants to keep making the same error, well … good to have a choice. 
I think the UI is clear, but the developers might think it’s worth changing. More important things to focus on, I imagine, especially when it already works if the user complies.
I’d rather Obsidian didn’t change the file name automatically. Don’t want Obsidian nannying me or my files.