Its because those wild and wacky Israelites of the day FORGOT how to pronounce God's name, among other things.
Jesus and the early Christians knew it but things have been lost due to ignorance and stupidity.
As for Stephen, et al .... REAL Christians with "the hope" were killed. They did not live to ripe old ages living off the money of others. Just read Rev. it is specific about them being killed (martyred) for their true faith. Like the prophets, they are killed.