Why does he keep calling me by my nickname?

I met this guy from school around a month ago. He asked me for my Facebook; I gave him my Facebook email address. My email address includes the diminutive of my name (e. g. Lizzie for Elizabeth, Maggie for Margaret), and since I gave him my email, he's been calling me by that nickname.

Recently I couldn't stand it anymore because only my family and close friends call me by that nickname, so I messaged him, "Actually I prefer people calling me *my first name* :) ". He immediately replied, "Actually I prefer calling you *my nickname*."

I think this is quite disrespectful, considering we've only known each other for less than a month. Why would he annoy me on purpose?
Why does he keep calling me by my nickname?
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