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A large part of Seven of Nine's story arc is her attempt to become human again.

Why then, do they continue to refer to her as Seven of Nine? At some point they learn her real name, Annika Hansen.

I can understand when she is confronting the Borg Queen, the Queen may refuse to call her by her real name, but how do you explain the rest of the Voyager crew?

This is explained soon after she joins the crew.

In Season 4, Episode 3 (Day of Honor) Captain Janeway suggests using her human name Annika.

However, the only identity she remembers ever using is Seven of Nine, so she has no desire to use her original name. Janeway suggests simply "Seven", which she agrees too. You can see the transcript here.

That said, she does continue to use use "Seven of Nine" (Tertiary Adjunct of Unimatrix 01) when referring to herself formally, often when dealing with the Borg, or referring to herself as one. Everyone else just calls her Seven for simplicity.

Because that is the name she choose for herself and that is who she is.

'Seven of Nine' is more 'her' than 'Annika Hansen' will ever be. The young girl was assimilated and, for all intents and purposes, died when she became part of the Collective and was turned into Seven of Nine.

In the episode Survival Instinct (S06E02), it is clearly shown that Seven is the only identity that she has. The Sphere she was on crashes on a remote planet, she ends up with three other Borgs on the planet. Those Borgs start to regain memories of their previous lives because they were assimilated as adults. Seven was assimilated as a child and has little to return to.

The Raven wasn't discovered until several months after they 'freed' Seven of Nine, and it is obvious in later episodes, as she explores the archives retrieved from the ship, that she feels little connexion to her previous identity or her family.

As for the Voyager crew, being from the enlightened society that is the United Federation of Planet, they respect her choice of name. While it could be argued that they kept on calling her Seven because that was the only name they had for her at the beginning, there is little doubt that they would have switched to Annika, or whatever other name she might have chosen, if she decided to shed the Borg designation in favor of something more in tune with her human side.