Does it really matter if a coach uses your first name if s/he is respectful and professional?? My answer is no.
I officiate in dozens of gyms every season, and have about 75+ different coaches that I see on a yearly basis, and most I see year-after-year over the course of several years. If they want to call me by first name, then rock on.
Now, if a visiting coach asks me why he is calling me by my first name, then I introduce myself, and say, "coach, if you want to use my first name too, then you can. Just not in vain."