^ Yeah, I agree with Antman on this one - the use of 'Henry Jr.' does seem more in keeping with the idea of Indy maturing and defining himself.
Also, with regards to Indy in the tent, he drops his voice when saying 'Henry Jones Jr.', so it's more like he is trying to hide the fact that that's his real name from Spalko, rather than the other way around. Having met at university, Ox would know Indy as Henry Jones Jr., and so whispers this to him in the hopes of jogging his mind. So here, we can see Indy actually preferring his nickname to his given name, continuing this joke that started in Crusade.
The name-issue might not be that much of a problem after all, then.