Which specific packet analyzer are you using? There are various packet-tracing tools around, and one that's included with macOS is tcpdump. There is also the sniffer that's available in the wireless diagnostics.
At least some versions of the sniffer tool used the extension wcap, but that and pcap are the compatible.
It would appear that there is a bug in the filename-selection code for the particular Wi-Fi tool in use here. Given it's apparently the Apple tool that's picking that filename, log some feedback on the bug.
pcap is a very common packet capture extension for any of these sorts of tools.