The date can't be appended to the filename.
However, if you're uploading the report to some storage, you could automate your mailbox to save the report while changing the filename to include the date. For example, if you're using Microsoft's email and Sharepoint, you can use Power Automate to read your mailbox, find your scheduled report email, extract that email's attachment, change the attachment's filename to append the current date, then save it to a Sharepoint location. I've done something similar before, unfortunately, I didn't save my automation, so I've forgotten the exact steps to use.
