When using the Make->3D Print and automatically sending the output to 3D Print Utility, the STL file is saved in a temporary folder with a temporary name. This leaves the 3D Print Utility no useful information about what to name the file when saving to an SD card for printing (not every printer is tethered or networked!)
For example, Cura saves the files as something like UM2_21e478a6_23dd-6f24.gcode which makes it impossible to tell what file is what from the printer's interface (which usually only shows 8.3 filenames, no date, size, etc and lists files in an unpredictable order).
The temporary file should be named intelligently (project name, component name, whatever).
