I tried your problem and really found that nano cannot "remember" the file name. My suspicion is that when you open the editor by simply typing "nano" on the command line, it only reads the contents of this file and inserts it into the current buffer (without creating a new buffer to open this file).
:
1. nano, nano
2. alt + F, nano
3. , , nano ctrl + R, ctrl + T
4. . !