Short answer: MFDataset can only aggregate along the slowest varying dimension in your files.
Longer answer: In the netcdf4-python documentation of MFDataset it says "Open a Dataset spanning multiple files, making it look as if it was a single file. Variables in the list of files that share the same dimension (specified with the keyword aggdim) are aggregated. If aggdim is not specified, the unlimited is aggregated. Currently, aggdim must be the leftmost (slowest varying) dimension of each of the variables to be aggregated."
So MFDataset works by aggregating along the slowest varying dimension in the existing files. So if you have a bunch of files that are snapshots of the same logical dataset at different times, and you want to aggregate in time, you need to have a time dimension in each of the files. If the time of the data is simply encoded in the file name, there is currently no way to use MFDataset to aggregate.