I know exactly what you mean, Daniel.
Personally, I never was big on nicknames that were simply abbreviations of my name; I'll accept actual nicknames, such as "Jadar" which Kathy gave me, or for a while when I interned at PBS I earned the nickname "Puppet Master', but other than that, I prefer Joseph - not Joe or Joey, but Joseph. And I actually made the mistake of that myself, back in the earlier days of Steve D'Monster's YouTube series, where I made a Creator Cameo in two or so entries to give Steve someone of a surrogate father figure to interact with, and he called me "Joe" to show his lack of respect for me (then again, would YOU respect me if I shoved my hand up your *** all the time?), soon enough, the new people I was meeting at that time started calling me Joe because of it, which is why within the last year when I was written into a couple of newer entries, Steve then refered to me as his boss instead.
At the same time, I feel like a snob asking people not to abbreviate my name: I'm okay with them calling me Joe if they want to, but I do prefer Joseph, because that's what my name is, not Joe.