I know from my childhood I heard of Jean Grey before I heard of her as Marvel Girl. Emma Frost is rarely referred to as The White Queen.
Is this confirmation bias on my part, or is this a real trend?
I think it's confirmation bias. There's many examples where the costumed version gets used much much more:
They're just counter-examples that I thought of off the top of my head.
For those who are more commonly referred to by their normal name, it's often due to their forgoing of previous identities/personas/aliases: