Hi Søren,
It was designed to be like that, but anytime you can use different Image slider/carousel module that allows that and use it inside Module addon.
Indeed @Eleanora has right, it's better to have options to add custom ALT/TITLE description for images than automatically using file names for it.
TIP
On Joomla Extension Directory (JED) search module using phrases: "carousel", "Image slider" , "image scroller" or "Slideshow" to find it, then check its description for needed feature.
Or ask on local Joomla Community Forum for trusted extension.