You know, this is exactly like what happened to Bowser.
Remember when his only name was King Koopa?
Or when Peach was just "The Princess" or "Princess Toadstool"?
It's like that. I actually have grown to like the name Dr. Eggman...It fits his more bizarre personality in the Post S&K3 games. Robotnik does sound more menacing but I don't think that he's meant to be THAT menacing in the games. He's the bad guy, sure, but all of his robots are shaped like little animals and bugs. He's my favorite out of all of video gaming history's famous evil mad scientists. Oh, and I use the two names interchangeably.