As a China-born foreigner, I always have issues with airline/airport personnel about my missing middle name. My three names are short, three letters each and they always ask to include all of them. Even it's less an issue with the airline, at security check point I often am asked to go back to the airline to manually add the m.n. with an airline stamp.
Once a staff member told me that real "foreigners" can be excused because they usually have long names.
I even wonder, how a person named "William Jefferson Clinton" can pass the security with a ticket of "Bill Clinton".
BTW, It's less an issue with international trips. Never an issue with China's immigration officers.
Even though I go by my middle name, none of the financial institutions I have accounts with know it because started deliberately leaving it off applications about 10 years ago. This means I always have ~5 cards in my wallet and a drivers license (with no middle name) to support my case if anyone ever hassles me. My passport does include my middle name, though, and I think changing that might be difficult.