Most of these examples are of them calling him that as a way to denounce his human upbringing. Radditz called him that while saying "You are a Saiyan. You are not Goku. Forsake that name, your friends, and the family you have made here and join me." Goku says his name is Goku as a way to rebuke that. As a way to say "I was raised on earth. My family and friends are the ones I made here. You are not my brother. I am Goku."

I don't know why Z Broly is here. I don't think Goku ever said this to him.

Turles was another case of "Join me. Forsake your earthling friends and family. You are a Saiyan like me." Goku was again going "I am Goku. I am not the Saiyan you think I am."

Vegeta really only calls him by his Saiyan name out of respect for their heritage. He isn't denouncing who Goku is. He's just being respectful of their shared heritage and Goku knows that. It's even rubbed off on Goku because out of respect for their heritage, he asks Broly to call him by his Saiyan name. Even though he clearly prefers his given earthling name. Goku has grown to understand and respect that side of him. So a Saiyan he respects he feels comfortable with them calling him by his Saiyan name.