There are worse ones. He could have gone with "Sparky."

Zuko's a little busy looking alarmed by Static's lightningfingers to object, at any rate.

"Yeah, fine. I'd rather you didn't," is all he says, backing up from Static slightly. Somebody who can snap their fingers and produce lightning is somebody whose power he doesn't want to see the wrong side of.

Seriousness. It's what he does.