On an SQL Server 2008 R2 SP1 system we renamed the data files for the MSB and master databases to adhere to our internal corporate standards, i.e. master.mdf was changed to master_data.mdf and the corresponding logical name was chanegd to master_data.
However, this breaks the SQL Server install/upgrade script "sqlagent100_msdb_upgrade.sql". This script contains hard-coded references to the master.mdf file and the MSDBLog logical file name for the MDSB log file.
I have not found documentation stating that renamign logical/physical fiel anme sunder SQL Server 2008 R2 is not supported.