The only way I can see this happening is if you use the 'Disc Layout Editor' to change the name of the files and manually remove the '.mkv' file extension from the file.
If that's the case, I'm afraid it's user error.
The DLE shows the full name (name inc. file extension) of the file as it'll be written on the disc. If your OS is then configured to hide extensions, it'll hide the last 'dot' and anything beyond of whatever the full name is.
So, with 'show file extensions' disabled in Explorer, it might display a file names as 'name1.name2.name3'.
ImgBurn's DLE window would show 'name1.name2.name3.ext' once added to the compilation.
Once burnt and viewed back in Explorer, you'll just see 'name1.name2.name3' again.
If you edit the name in the DLE window and remove the '.ext', you're essentially turning '.name3' into the new file extension.
Explorer will then only show 'name1.name2'.