If I want to rename a file which is linked to a file (for whatever reason), I have to perform a humiliating process: find a link in Explorer, rename it, return to Ai, wait until it finds out the file is missing, search for the file in a dialog.

When this would be so much faster just to right-click the file (on canvas or in Links panel) and do 'Rename linked file'.

And please consider the other similar request about renaming an embedded image:
https://illustrator.uservoice.com/forums/333657-illustrator-desktop-feature-requests/suggestions/47013226-rename-embedded-image