OnSong changes the way it exports songs when you are viewing a set. In that case, OnSong assumes that you want to export all the songs in the selected set. If you don't have the As a single file option selected in the Output Options Menu, OnSong will export each song in the set as a separate file. Since the order of a set is important, OnSong changes the filename of the exported songs to include a "sortable prefix" to the front of the file name. This should allow you to retain the order of individual songs once exported.
If you want to omit this sortable prefix, go into the Utilities Menu by tapping on the gear icon in the Menubar and then choose Settings. Navigate to Menu Settings > Sharing > Include Sortable Prefix and turn that off and tap Done. The next time you export a set, the sortable prefix will be omitted from the filename.