Has anyone ever done this?
Our goal in designing the output from the web module was to make the resulting gallery when viewed in a web browser the best experience possible. Therefore, we didn't spend any effort allowing the user to customize the way in which that exported gallery gets built internally.
That said, it may be possible for someone who writes their own gallery to specify a new naming scheme for the photos.
Why does it matter to you what the filenames on the web gallery photos are? Most users are going to view them in the context of the accompanying flash or HTML files, and won't be aware of what the filenames are behind the scenes. (I'm curious about how you're using the web module that this matters )
I guess it's not a huge deal--but in the case of galleries where users are expected to at least sometimes download and save images from the gallery itself, I wouldn't mind being able to do something like put the "title" metadata somewhere into the file name (which is something I would not be doing in my actual LR catalog).