It's odd that virtually all document editors still prevent the user from changing the name of the file they're working on. This is a shame, because it's a common user task.
A user may start writing a new document, save it under one name, and then as the document evolves come to realize that another name would be more appropriate. There's usually no good way to do this inside the application, so they struggle through workarounds like saving the file under a new name and then digging around in the file system to delete the file with the old name. The operating system usually doesn't offer much help either:
The main reason most applications don't support this is because most platforms don't make it easy—and the main reason platforms don't make this easy is because most applications don't think they need to support the feature. Alan Cooper vented about this problem in About Face, and it's still a widespread problem today.
There are a few applications enlightened enough to let you rename an open file. Microsoft Visual Studio, for example, handles this without complaint. Interestingly, Microsoft Word used to support this—but only in the Macintosh version years ago, before its user interface was realigned for consistency with the Windows version.
It's almost impossible to get problems like this fixed in an application, let alone the operating system. Unless customers complain about this, no one wants to tackle the problem—and by now most people have grown too used to working around the problem.