Sequences are generally made up of multiple clips edited together. It's rare that a user would take a single clip and reexport it. So there isn't usually a one-to-one relationship between source file and exported file. Because of that, PPro provides the sequence name as the default file name.
If you did need to get at the source files, you could do it only under specific circumstances - only when exporting directly from PPro, or when loading a clip directly into AME, but not when exporting a sequence from PPro through AME. You would need to use the Video Segment Suite to parse the timeline segments, as demonstrated in the player sample code in videoSequenceParser->ParseSequence(). This is quite a complicated process and not something worth pursuing unless absolutely necessary.