The SKU information will rename the name of your images and files only if you input the SKU at the time of capturing the image or video.
The SKU information will not save if you add the SKU information later, or if you save the file directly to your iPhone smartphone photo gallery.
The reason for this is that iOS overrides this automatically and this can not be changed.
For best practices to retain the SKU information, we recommend that you always input the SKU information at the time of capturing the image or video and that you export the file directly to a file-sharing services such as Google Drive, Dropbox, etc .
Please see the instructions from this help article.