No, I'm not joking. We used to allow arbitrary paths in a cloud API I owned. Within about a month someone had figured out that the cost to store a single byte file was effectively zero, and they could encode arbitrary files into the paths of those things. It wasn't too long before there was a library to do it on Github. We had to put limits on it because otherwise people would store their data in the path, not the file.
Reason - to not overcomplicate or give appearance of nickel-and-diming
Would there be any engineering/management pushback on the customer side? "we have to write a tiny script", "this is non-standard" / "why are you the only ones who charge us for filenames?"
(have limited knowledge here)