Currently, the most accurate and risk-free way is to change from the developer portal. You are probably using your app only locally. Therefore, after importing the app, you can create a team server with the "New Mendix Team Server" option and then change the app’s name over it as Eline said. I hope it will work for you :)
And how to change app’s name in Mendix Studio Pro?
In Sprinter → General settings you can able to modify the app name as you want and it will automatically update in modular