Literally no one calls Mercy Mercy except for Mercy. All characters that interact with her call her Angela or Dr. Ziegler.

That makes her the person in your friend group that keeps trying to push a cool nickname that never catches on. 

Chances are she claims that it’s a nickname she earned in medical school, but no one has seen any proof yet so they just kind of nod like “Uh huh, sure Ange-… I mean Mercy.”

That’s why she’s got that exasperated sigh whenever she respawns. Another day, another failure to get the name to stick.