In the meantime, either put up with both being numbered 01 until they’ve been exported, then manually renumber, or manually renumber to a high number rather than insisting on 0. For instance, on a recent orchestra+choir piece I went with 01-whatever for part layouts, 100 for Full Score, 101 for Choral Score, 102 for Piano-Vocal Score etc.
No, this is how it’s supposed to work. The file name recipe is for each export format. Copy to all is for copying the recipe from PDF to TIFF, for instance.