You can't change that when doing combines or splits. See Mark Biasotti's response below from here: https://forum.solidworks.com/ideas/2700#comment-7621
"...In SW, bodies do now retain there original names in the case of addition features that are added to the body like extrudes, cuts, fillets etc. what version of SW are you on? There is the exception of when there is ambiguity like when a body is combined or split. In those cases there is no way that SW can determine what the name should be since it (body) is being branched or combined..."
Thanks, Paul. I had a suscpicion that might be the case, looks like I'll just have to get used to using serialized names up until the part is fully finished, and then provide the desired final name. I like to do a lot of multi-body / in-context modeling and it's nice just to be able to do a Save Bodies and have all names line up nicely as exported parts in a new assembly.