We don't know how to do that.
The pdf.js, browsers use to display pdf, guess the file name from the url, but in the case of displaying pdf from javascript blob object, there is no way to adapt the url.
https://stackoverflow.com/a/31990944/1660996
What you can do is use synchronous jsreport.openInNewWindow or jsreport.download which uses form submit, in case you use the browser client.
In case you fetch the pdf from your app server, just do a post to the iframe with url ending http://yourapp/some-path?desiredFilename.
Or you can try using your own https://mozilla.github.io/pdf.js/ instead of letting the browser display the pdf.
We will appreciate is anyone will find out some way out of this so we can document it for others.