Can you imagine Vickie, Empress of India? How about Joanie of Arc? Vanya the Terrible? Horry Nelson? Woody Wilson? Prince Chuck?
Yes, people call Lady Thatcher "Maggie," and they called Lord Beaconsfield "Dizzy," but those were nicknames, used in print presumably only in the less reputable papers. And, yes, "Evita" Perón and Lady/Princess "Di." Still appalling, but rather appropriate for those ladies.
But why are we saddled nowadays with "Tony" Blair and "Jimmy" Carter? They might not be easier to take even as Anthony and James, but they are adults. They should at least pretend to grow up.