Yes it is possible to save or rename the step file with the Windchill version suffix. How you accomplish such depends on the tools you have available to you and your skill set.
If you have basic DOS/CMD scripting and mapkey creation skills you can accomplish the task. The flow would be something along the lines of the following:
1. Record a mapkey to export the file history to disk and perform the save as (to .stp) on the active model.
2. Manually create a mapkey to open a DOS/CMD window that runs a DOS/CMD script that will rename the .stp file with the Windchill version information.
3. Create a mapkey to run the two mapkeys above.
The file history contains the model name and Windchill version information and is always called modiflist.inf and is always placed in your current working directory.
The default .stp file name will always be the model file name for parts and the model file name with the _asm suffix for assemblies (ex: abc.stp or abc_asm.stp).
Your DOS/CMD script can extract the model name and version information from the modiflist.inf file, search for a file called .stp or _asm.stp, and then rename the file with the version information as the suffix.
Hope that helps.