BandHelper lets you attach multiple documents or recordings to a song, so creating the link based on matching names wouldn't be so good. Also, I've rarely if ever seen someone whose document names exactly match their song names, and I think that renaming the documents to match the song titles would take as long or longer than linking them.
Currently, though, if you use the batch import for documents or recordings, and the names do match, then those links will be created automatically. Otherwise it is up to you to link documents and recordings to songs.