That sounds like you might still have the "Name" terminal on the "Write Data" VI activated. If it is there, but not wired, the incoming waveform name will be replaced by an empty string (which will then be enumerated to have unique channel names).
Normally, the channel names are attached to the waveforms by the DAQ VIs, however I have never tested that with traditional DAQ but just with DAQmx. Once you configure the names in MAX, they should make it all the way to the file without any further action.