Generally, it is not a good practice to include spaces between words while naming. May it be a file or a folder, including spaces while naming is not advised.
In case there are multiple words while naming a file you can use the character underscore (_) to separate the words. Underscore will allow for more accurate sorting (and easier finding) of the files than separating by spaces.
In RVSiteBuilder, the spaces in the filename will be changed to underscore automatically. This isn’t any kind of bug. This is done to ensure that the files are easier to sort and find.