When using any other indexer besides DGIndexNV the file extension is included in the index file name. (Video Source: Name-Of-Video.mkv, Generated Index File: Name-Of-Video.mkv.lwi) Then that naming scheme gets automatically used to name the avs file (Name-Of-Video.mkv.avs) which is used to generate an automated name for the completed output file (Name-Of-Video.mkv.mkv). However when using DGIndexNV the index file doesn't include the original file extension (Name-Of-Video.dgi) so by the time the output filename is automatically generated in MeGUI it is: Name-Of-Video.mkv which is the same as the source so it has to be manually changed to prevent overwriting the source. It's a minor problem but definitely an annoyance.
MeGUI 2924 x64
Or you can elegantly approach it like this:

I think the naming schemes should be consistent no matter what indexer is being used and it shouldn't be a hard fix to make. But thanks for pointing out this workaround, I'll definitely be using it in the meantime. I had looked for a way to workaround the issue in the DGIndexNV settings but completely missed this in MeGUI's options.