The problem is that the + gets encoded again. It becomes %2B

Just to be clear, the filename themselves do not contain a +. The query service replaces the whitespaces in filenames in commons with + which is also rendered again with %2B.

For example, the following has whitespace: https://commons.wikimedia.org/wiki/Data:India/Tamil Nadu/Theni.map

will be rendered in the browser as and can be found in Commons:

https://commons.wikimedia.org/wiki/Data:India/Tamil_Nadu/Theni.map

but in the query service, it will be rendered as:

https://commons.wikimedia.org/wiki/Data:India/Tamil+Nadu/Theni.map

which does not exist

If you click on the link directly it will then be reencoded as https://commons.wikimedia.org/wiki/Data:India/Tamil%2BNadu/Theni.map

which leads to an error message

It's not the query service gui that adds the +
When you use the bigdata interface the + gets added as well.

When using the api you see spaces for P3896.

I think there’s two unrelated issues here, and neither of them is directly about the query service. The first is that the Wikibase RDF exports encodes spaces as pluses in geoshape values (and probably also tabular data, if I had to guess):

$ curl -s 'https://www.wikidata.org/wiki/Special:EntityData/Q550.json' | jq . | grep -F .map
                "value": "Data:Avenue des Champs-Élysées.map",
$ curl -s 'https://www.wikidata.org/wiki/Special:EntityData/Q550.ttl' | grep -F .map
        wdt:P3896 <http://commons.wikimedia.org/data/main/Data:Avenue+des+Champs-%C3%89lys%C3%A9es.map> ;
        ps:P3896 <http://commons.wikimedia.org/data/main/Data:Avenue+des+Champs-%C3%89lys%C3%A9es.map> .

The query service just faithfully represents those pluses (as far as I can tell), that’s not Blazegraph’s fault. We should probably fix that in Wikibase.

And the second issue is that action=raw returns something that looks like an internal server error for any missing title. That doesn’t have to be those pluses: https://commons.wikimedia.org/w/index.php?title=missing&action=raw

The “error” is apparently “404, Not Found”, so I’m guessing the layer above MediaWiki (Varnish?) just isn’t expecting a 404 status code here.