First of all I'm confused by the idea that your site's default language being Japanese means that English MO files are loaded. WordPress's default language is en_US, so the normal approach is to set ja_JP as your language meaning that the ja_JP.mo file is loaded - not the other way around.
As for the actual file naming problem -
If you don't specify a "Text Domain" plugin header, Loco will try to work out the intended text domain of your plugin, so avoid using a language code in places that might indicate that this is the text domain you're using.
I'm not ruling out the possibility of a bug, but I need to understand what it's trying to do.
It looks like Loco is trying to copy the naming convention of an existing PO file, but I'm not aware of any bug affecting that functionality. It might be easier if you email your whole plugin to support-wp at localise.biz