Is there any way to do this? I can't see it from the wiki, but again I might be doing something daft! For AVR targets, the default output is not an exe.
It's possible. Use the following command.
target.SetTargetFilenameGenerationPolicy(tgfpPlatformDefault, tgfpNone);
It will turn off the auto-extension generation. In case you want to disable auto prefix generation too, use the following command-
target.SetTargetFilenameGenerationPolicy(tgfpNone, tgfpNone);
It was added couple of months back and the Wiki has not been updated.