^ Yes, I always encrypt filenames and has never experienced the problem of digital fingerprint.
It also help downloaders check whether the password is correct or not.
If the password is wrong, the filename won't show.
Sometimes the archives which are created by newer version of WinRAR cannot be decrypted by older version ones.
Since the corruption and incorrect password have the same message while decompression job is finished if your filenames are not encrypted, this characteristic can also used to confirm if your downloader's WinRAR is new enough.
If they say the password is wrong and they can't see the decrypted name, you can ask him to upgrade their WinRAR (and don't use 7-zip or other alternatives because they're sometimes incompatible).