They stripped the Prisoner of his name, his very identity, and gave him a number. Then in 'The Schizoid Man' when they took even that away from him, the Prisoner is desperate to maintain that identity, to prove that he is Number 6! Even in 'Many Happy Returns the Colonel uses his new name, "You're a stubborn fellow Number Six." In normal circumstances the Colonel would have used his ex-colleagues name!
Number Six...a name? Well why not?