Here's my take, the reason why it is a big deal to some is because using the name Dean Ambrose can be considered using a "dead name", which for this to make sense a dead name is the birth name of a transgender person who has changed their name as part of their gender transition. So, since Jon has changed from Dean back to Jon, some will see it as a disrespect thing, kind of like if you a trans person by their birth name. At the end of the day, I maybe really looking into this way too deep for such a petty argument, and my opinion is while it is annoying to call someone by their WWE name, AEW name, GCW name, or whatever I also generally don't care that much to make it a big deal, if that makes sense.