It would be great to have such a convention, so when assigning projects to a task about an extension you certainly know to start typing MediaWiki-Extension-Whatever instead of Whatever, although typing Whatever brings usually MediaWiki-Extension-Whatever as well. And for consistency, of course.
What I really don't understand is, if there was an initial convention to name such MediaWiki-Extension-* names (or at least they were imported with those names when coming from bugzilla), why not enforce and follow that? I couldn't believe it was left unrestricted just because "it looks nicer"...