The thing about PHP(as a PHP coder) it was made for security, and ease of access. For example: a login.php file. with PHP you can make it where you will never know that you are in the login.php file as a user. So it was not supposed to be able to do that with. Yes you can get the direct file name, but not really supposed to. Why would you need to worry about that if the hosting is yours, and you can just download the file to your desktop via FTP?
-Justin