I can confirm that the bug has been in all v3.4x's - it did it with 3.40 on my
PC and still does it on 3.41, so I too have had to go back to 3.32 (which is
the last relatively bug free version of WinHTTrack I can find for my PC). I
must admit, I too don't understand why WinHTTrack can't just download the
files without renaming them. It shouldn't matter what filetype they are - just
download them byte by byte and when done, make sure they have exactly the same
filename as on the website, and there is your mirror. Anyway, hopefully a
later version of WinHTTrack will finally fix this bug.

Chris