The reason you may not see the extension is that your Folder Options may be set up with 'Hide extensions for known file types' checked. Which means that you will, rarely, see the file type extension.
Personally, I always uncheck it as you can never be sure if you've added a second extension to a file which makes it not work. So, for example you may have historic_events.txt.txt.
The Folder Options (view tab) is available through the Control Panel (it's the second bottom option and not the one that has the red arrow against it).