I prefer strangers call me by my surname. My first name is for associates, coworkers, and friends. The disrespect comes from the implicit assumption that that stranger has the right or intimacy to use my first name; it's just polite to use a family name in 99% of cases if you don't know someone well.

In the airline industry, agents answering the phone always use my last name. Check-in agents 99% of the time use my last name. FAs 95% of the time use my last name, and GAs 95%+ of the time. This is just common courtesy, and I expect the same from the screeners (and, the few times they have had cause to use my name, I can say that most of the time they have indeed done so).