Exactly.Why do you feel insulted with this nisbat? Call me makki and i will give you dhair sari mithiyayi 
Now why not Ahmedi?
The answer is very simple, as Ahmed was the name of our beloved prophet:saw: and as all muslims consider your sect containing aqaidh which throw you outside the boundries of islam we do not want others to be mislead by your sect as representative of true islam.
Solution is simple, as you do not want to be called Mirzai/ Qadiyani and muslims do not want you to use Ahmedi words, lets find a solution. I suggest calling you call ghulamis/Ghulam ahmedies/ ETC.