In the current implementation, ZK JasperReport exports are generated as FileInputStream and sent to the client using ZK org.zkoss.zk.au.http.AuDynaMediar. The AMedia is always generated with the file name "report."+format.

https://github.com/zkoss/zkcml/blob/master/zkex/src/org/zkoss/zkex/zul/Jasperreport.java#L565
https://github.com/zkoss/zk/blob/master/zk/src/org/zkoss/zk/au/http/AuDynaMediar.java

However, AuDynaMediar doesn't use the file name when a response is written to the client.
https://github.com/zkoss/zk/blob/master/zcommon/src/org/zkoss/util/media/AMedia.java

By adding the following, it would be possible to generate export files with a chosen file name.

1- In JasperReport, add a field for exportName (or similar).
2- In JasperReport, use the exportName + "." + format instead of "report."+format
3- In AuDynaMedia, use the media name as source name for the download if any.
for example:
if(media.getName() != null && ! media.getName().equals(""))

{ response.setHeader("Content-disposition","inline; filename="+media.getName() ); }