Hmm...it does seem like a strange choice, if it was a name he invoked himself.

Though, whether he did or didn't, he probably might even consider it a sense of pride.

[ "Neo" as a form of 'new' can appeal to one's sense of superiority. Which, Void Archives does think that he has, considering his current goal. ]

I doubt he is going to necessarily listen to the point of it make him bring down his arms or something, yes. Though, if you craft your words carefully enough, it could unbalance him in the fight and expose him to more vulnerabilities, so I don't believe it is without merit.