Yeah well X is a nickname dont you think it would sound gay if he was called megaman x everytime ?
Rock, Blue Bomber, Megaman, X.

Would you find it logical if in game he was Called Rock the Blue Bomber Megaman X ?


Thats why he change name and doesnt keep the last one.

Edit:

On the select screen of Megaman X5 it s either you pick Megaman X or Zero