I don't think Voldemort has much of a choice. Dumbledore is the only wizard he feared. Dumbledore could pretty much call him whatever he would like to. I'm not saying Voldemort is afraid to fight Dumbledore (OotP), but I think Voldemort would choose to pick his battles better. Why fight Dumbledore over a name, I'm sure it did bother Voldemort though. He did have everyone else calling him Lord Voldemort or The Dark Lord.