Because it seems very unfair to call it "filename shenanigans". The filenames are only there to point the script at the right file. Filename shenanigans would be something like putting actual bytes into the filename.
If you patched `cat` to ignore filename and just spit out each file as given, the script would still work without a single change. If you slightly changed the script to loop over the results of `ls`, it could still be compatible with scrambled filenames.
A script that didn't cheat would also be using filenames to a similar level.
In other words the filenames are a completely fair implementation detail. And that detail can be swapped out without changing the trick in any meaningful way.
The trick is based on having a series of variable-sized blobs of bytes. That's all it needs. If I use javascript instead of sh, and my decompressor is `[...s].join('5')`, I'm using the same trick.