Thank you for your post.
The present Export Records step has been around since version 7.
Please feel free to enter this as a product suggestions into our feature request web form at:
I could easily copy your post and paste it into the web form, but there are additional questions asked that only you can answer.
One possible solution is to have the user enter the file name into a global field. Then, have the script step:
Set Variable ( $path ; "file:" & <global field> )
Then, in your Export Records script step, use $path for the file name, and select "Merge" field type.