File>Rename is apparently a command built in to Apple's file menu. For some reason it doesn't work. In Keynote, choosing this option makes the window title editable.
In some situations, clicking on a Panorama window title makes it editable, other times not. It seems to never work in the data sheet. At some point code was added to disable this for internal Panorama windows like Memory Usage, Text Export, etc., but that doesn't seem to be working. Perhaps that code is the source of this problem.