A good name can mean so much in the super-villain game. Take, for example...
Of course, since he apparently dies at the end of every story, and than returns inexplicably to life the next month, perhaps he just means the name ironically.
And Dr. Mortal's game?
I'm just saying, you've got a long way to go until you reach Fu Manchu levels, Dr. Mortal!
From Weird Comics #10 (1941)