Why do people naturally call me by Ray instead of Raymond when I use Raymond?

Probably because Raymond sounds gay.

Because they are lazy. An extra syllable is too much effort. Personally, I would call you Al.

Tell them you prefer to be called Raymond, if they're decent human beings they will respect your wishes. 

Many people use nicknames rather than their formal names and assume that everyone else does too. They may not know that you prefer Raymond.

Because they are self-centered idiots. When a person tells you his or her name, that is what the person wants to be called. 

Is that you, Johnson?

https://www.youtube.com/watch?v=ZCqh5ROtQRg

The world is working on abbreviations now. Some are even man-made that only their circle of acquaintances will understand.