This isn't a Unix pitfall, it's a Debian pitfall. Further, it's not inherent to cron, but to the /etc/cron.{hourly,daily,weekly,monthly} concept as implemented by Debian.
Scripts in these directories are run via /usr/bin/run-parts, which is invoked via /etc/crontab. It is Debian's run-parts that imposes the naming restriction. Red Hat's run-parts doesn't have this restriction (go take a look, it's a shell script).
And that is an example of why I do not run Debian any more: (1) it assumes that I have nothing better to do than learn all of the details of the Debian system and (2) as soon as some complication like this dots-in-filenames thing makes it into stable, it is very difficult to remove because most Debian maintainers consider it-might-break-existing-code a winning argument.
From man run-parts: run-parts automatically skips files with certain suffixes that are generally associated with backup or extra files. Any file that ends in one of these will be silently ignored: ~ ^ , .bak .new .rpmsave, .rpmorig .rpmnew .swp