Maybe it's the audible difference in the names...ChewChew is a sharper sound compared to Marshmellow.
I think some animals prefer certain names, it sounds wierd but why not? I prefer Misty over my given name of Melissa.

Toby knows his name I think, because he turns his head and looks straight at me when I say it. He doesn't come to me until I call him Bubby though.

Dixie Doodle is always called DooDoo and she totally ignores me until I call her Doodlebutt, lol. You'd think I'd get a clue...

Churchy doesn't care but I think deep down inside he prefers Georgy Porgy because he starts talking (telling me loooong stories) up a storm then.

I don't think them knowing their real name is that much of an issue. As long as they have a constant name for doctor files and whatnot, I wouldn't worry about it.