Before the change in the way workspaces are saved the name of the current workspace was displayed in the file window banner.
In the current scheme, would it be possible to display the 'last loaded' or 'last saved as' workspace in the same way?
You must be mistaken. The file window banner never displayed the workspace name. The name of the active workspace was displayed in the window caption of the IMatch window. This was removed because the active workspace no longer has a name. It would always be "active".
If you really need the information about which workspace you had last loaded, I suggest you use the {Application.Workspace.Name} variable and display it somewhere where you can display variables: App Panel, File Window Info Tip etc.
An ideal place for this kind of information is the ID Plate.