The Soldier nods thoughtfully. "That is a lot of words just for me." Given how much Sora thinks about himself, it's kind of interesting to know he thinks that much about other things, as well. Including murder machines. Weird feeling, but not bad. "Thanks. I was curious. I've never asked anyone that before."

In most cases, they haven't needed to. Crowley is very clear about it. Aziraphale would flap his hands about and complain about their choice if cover name. Ellever and Scarlett have their own nick-names for them and are clear about using them. Misty... they don't think they could handle whatever she might say. It'd probably make them cry or something.