It is perfectly possible to use spaces in a file name: just use non breaking space instead of normal space. This works because the compiler accepts Unicode characters in module names.
Now, I don’t recommend it; this is very misleading :-).
This has been discussed a few times both in the Forum and on github, though it is hard to search for/find.
As another example, dashes/ASCII minus-signs are very common in program name idents in some subcultures due to being easier to type and not requiring quoting. Right now you have to use the -o:foo-bar hack as @Yardanico explains to make it work and change the name if accessing via import. E.g., the name might have to be foo_bar.
I believe the consensus is that files should be able to be what-ever-name.nim and you just import `what-ever-name` if you need import access. Someone just needs to sit down and do the work in the compiler and I believe volunteers are encouraged.