To repeat Duceboia's point - there's not a setting for it, because the issue is iTunes, not Rockbox. iTunes obfuscates file names in an irritatingly pointless way (was it originally a misguided effort at DRM?). One benefit of Rockbox is you don't have to use iTunes to sync. Drag and drop or use some other media manager to transfer files and you won't have the problem.
(I suppose it might be possible to give an optional iTunes behaviour where when showing playlists it lists the track name tags rather than the filename? But that would presumably be a lot of work?)
[edit to credit the right poster name!]