That’s literally what I thought when I first learned as a kid. “But the last option is shoot!”

My first guess would be because you aren’t signalling for help.

I totally get respecting specific pronouns, no confusion there.

I don’t see how the scenario presented in OP is different from wanting to be referred to in the third person.

That makes sense, but what is the material difference? Isn’t it ultimately the same thing by a different name?