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Getting a nickname recognized by the system, if you weren't called that from childhood like Hungry Monkey, would require a significant cost, needing a Rename Card.
These Rename Cards aren't like your average video game's rename card, not something you can get for just a few bucks.
They aren't sold in any store.
You could only get them through a handful of means, which means the name Cockroach either came from always being called that since childhood, or you'd have to shell out a lot to buy a Rename Card for yourself. But this stout fellow doesn't look like he grew up as an orphan without a name.
An orphan without a name from childhood would generally be as skinny as Hungry Monkey with his belly pressed against his back from hunger.
Hungry Monkey eats so much, has such a big appetite, but isn't he still so thin?
What's the use of a big appetite if there's nothing to eat? Having a big appetite is useless without food.
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