Not directly, but maybe if you're really ambitious... If you're connecting to CRM in a way that gives you access to AttributeView you might be able to write some creative M code to replace column names using that. Maybe filter AttributeView by EntityID (you'll have to look up the EntityID for whatever table you're querying. I think the table for that is EntityMap or something like that Edit: haha nope it's EntityView), then pull the Name and PhysicalName columns, and load them into a list, then query the table you actually want, then write a rename columns function that calls that list. It would be a pretty hairy query to write.
Edit edit: though now that I think about it, Display Name doesn't actually map directly to a field. It's per-form. The same field can have multiple different display names depending on the form it's displayed on. Which means this won't work. You'd have to check the mapping for the specific form you want to get the display name for, and I have no idea where that mapping is. But I suspect it's even more inconvenient than what I've already described.
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