the character himself would always "pls just call me...", the author can just make it that when they are meeting new ppl, the MC would go fanboy mode like this:
"ahem! if you didn't know, he's -insertdrumroll- our hero Zephyros!". in this case, the MC is just like a (sorry for my language) r*tard who would shout "ZEPHIROS!" whenever he sees the guy.
one thing to notice is that it's like the guy was just being nice to him because they are desperate to recruit him so he has to tolerate him
tbh i can already see in the future that Mc would only use the real name for "serious moments"

The poor agent has asked MC to call him by his name so many times, is there a reason why MC still insisted on calling him Zephyrus duh