SQL Server seems to be ignoring specified backup file extension
When you go through the wizard you should


Click the differential option and 
Specify diff in the Backup file extension on the Destination Tab
(it's bak by default, even for differential)


Most people aren't fans of maintenance plans since you are kind of blindly turning over
some control and they create SSIS packages which aren't fun to troubleshoot. Ola's scripts are super easy, well documented, and have a ton of options. You can always roll your own via Agent Jobs too.