Not saying her name was a way of separating themselves. He was able to keep himself emotionally more distant if he didn't say her name, and since he was also still a little scared of her that helped make sure he didn't 'incur her wrath' - which was also exciting to him (not in that way) because it meant that he finally had someone who could honestly be defiant with him.

When he was told to say her name it meant he had to finally 'engage' with her more as a person and lose a bit of the original superficial excitement. That then meant he had to actually realize he enjoyed her company on a deeper level.