When downloading a signed checksum file, the file is not always named the same way. For example, the signed PuTTY checksum file. https://the.earth.li/~sgtatham/putty/latest/sha512sums.gpg

Decrypting and saving this creates the file 'sha256sums'. (as opposed to 'sha256sum.txt')

Right clicking on sha256sums and choosing 'More GpgEx options -> Verify checksums' doesn't work for me, but if I rename the file to 'sha256sum.txt' it does. Given that I have selected the file, it seems that the name check doesn't serve any purpose and the error returned doesn't suggest that the filename was the issue.