Same question here-
I have had random results with my attempts, the best I can achieve is to-
Hold down CTRL (Windows) and click on each image in the "Multi-page" view to select (orange highlight) except for Cover & Front & Back pages.
Then put a tick in the "Text: Photo Text" box, and select "Filename" in the drop menu.
This sometimes puts the filename on all the selected pages- sometimes not! It has me baffled.
Sometimes it only puts the filename on a couple of the many selected pages!
A workable "Global" text selection would be good.