You also don't call Master Chief "Halo Master Chief," Dante "Devil May Cry Dante," or Solid Snake "Metal Gear Rising Solid Snake." I'm pretty sure Steve is the only one who they do this to.
I'M JUST CALLED, "STEVE"! NOT, "MINECRAFT STEVE"! THINK SOCIAL MEDIA FANATIC! EVERYONE KNOWS THE GAME FRANCHISE I'M IN! AND YOU DON'T CALL LINK, "THE LEGEND OF ZELDA LINK"! OR CALL CLOUD, "FINAL FANTASY CLOUD"!