dlavigne is right. But... you can rename them from the CLI.
zfs rename pool/dataset pool/dataset_new
Just keep in mind that since you are doing this, you can create problems if you move a dataset that is inside a network share. So you have to use yourself as the "duh" factor to make sure you don't do something that pulls out a file system from underneath a service like Samba, NFS, iSCSI, etc.