Photos does import the filename -- it is visible in the Info window -- but the problem is basically that a filename of a photo doesn't really have anything to do with its title. (The title field is metadata stored within the photo file itself, while the filename is stored in the file system.) iPhoto displays the file name (less its extension) if the title metadata field is empty & supports searching on it; Photos does neither.
So what you need is a practical way to add the filename to the title field of the photo if you are to continue using your organizational scheme in the Photos app. This should be doable using Applescript with either iPhoto (before importing the photos into Photos.app) or afterwards with the Applescript support built into Photos.app. However, I do not have the time right now to write such a script myself (& I'm too rusty on Applescript to do it quickly even if I did) but I think someone will begin publishing scripts for this & similar needs in the days & weeks to come.
If you can't wait for that, it might be worth asking for help in the ASC Applescript forum, or in any of the other Applescript-oriented support sites on the web.
EDIT: I said that Photos doesn't support searching on a file name. I was wrong about that -- it does -- but that isn't of much help with this issue.