When you save a sketch as a DXF, the file name text box could already be populated with the name of the sketch.
EX: I have a sketch in Fusion that I've named "Wheel mount" when I save the sketch as a DXF the file name is already listed in the text box as "Wheel Mount" (I can still edit the name but I don't have to retype it)
This would speed up the exporting of a lot of files. Often my design will have a lot of parts to be plasma cut. I make a component just for the plasma cut files and use new sketches and the project tool to get all the features on one file. These parts are saved to individual DXF files and then I'll open them, copy paste to nest the parts on my material.