The thing that makes it truly Shopska salata is actually the hot pepper (though, of course, most people nowadays replace it with a normal roasted pepper). When the salad was “invented” by Balkanturist in the 1950s, they made it as it’s popular today and then, to make it more “unique”, they added a hot pepper “so the Shops would be happy”. Hence why it’s called Shops’ salad.
As to Sviatogor’s question – Shopska salad and lyutenitsa are indeed highly popular here. Baked cheese probably not so much (at least I personally haven’t tried it before; sounds more like a restaurant thing). Of course, nowadays people in the big cities often don’t really have the time or the interest to make a home-made lyutenitsa (especially if they don’t have relatives in a village, who’d grow the products themselves), so they buy “home-made lyutenitsa” (i.e. with pieces from the pepper, not completely grounded to a puree) from the stores.