No, it does not exist any configuration that make you change the url. The url is created to make the images secure and cachable by browsers and content delivery networks. If you change the uploaded media for the file-entity the url will be changed so the user will get the new image directly without problem with browser caches. You have some parts in the url that you can change, see the Custom image resizer for more details.
We haven’t got any notifications that this type of url’s is bad for SEO, the important is that the image-tag that is used on the page have proper attributes set so google can associate the image with example the product. If you have any source of that the url should matter and we should be happy if you was able to share them with us.
This can be implemented as a controller in your solution that listen on example the /download/{*searchterm}
and creating the zip-package containing the matching media.