While Number 5 did leave home at a younger age than his siblings, he was old enough that he should already have been given a name by Grace, his animatronic mother, like the other six Hargreeves children. Why does he seem to have never been given a normal name?
None of the children were named by Professor Hargreeves or Grace -- they were only called by their numbers until they chose their own names. The others chose names by early teens at the latest; Number 5 never bothered.
This is based on character dialog over several episodes from the TV series; I haven't read the comics.