I think the answer to that is pretty clear. They do it to annoy you.
No wait, that's ME always only calling you Nate instead of by your 'full name'.
Ok well, I know nothing about the comics or the animated series or whatever, I've only seen the movies. In the movies, she's well known as a mutant so a codename would be pretty pointless, I don't know if it's the same in Evolution.