Interesting; I don’t think you can. The only way I can think of would be to drag the records from DT to a folder in Finder, rename them there, and then re-import them. That could be automated using scripting if you have a lot of records in a lot of locations; if they are mostly in the same location and it’s more of a one-off thing, then doing it manually will be faster.
I think you’re right. Originally, I wanted to say “scripting”, but there’s no way: one can change the name of a record, but not the path, unless it is indexed. No possibility except the one you mentioned for imported records.