Just thinking about the superhero nicknames, and also about Five being a menace at 13.
So, imagine this: it's after the Umbrella Academy's big reveal to the public, and they're getting all this press attention and getting invited to all these talk shows.
For one of them, they're waiting backstage for their turn, and some comedian is on before them. Conversation turns to the Umbrella kids since they're on later, and of course the comedian starts making all these jokes. It's probably something along the lines of how hard it would be to parent these kids, and it goes something like this:
"Now, listen, seven kids is already a bit of a nightmare, but kids with superpowers?" The comedian flattens himself against his chair for effect as the parents in the crowd laugh. "Reginald Hargreeves must be a very brave man."
"I don't know how he does it," the host replies, laughing slightly.
"No, but seriously, with these kids it's a one-two punch of physical intimidation, and the psychological. Like, for example, the strong one. Can you imagine if your toddler locks eyes with you and just pick up your car? You'd give him whatever he wanted!" Backstage, Luther shifts uncomfortably.
"Or maybe the knife boy," Diego straightens, listening intently. "That's a horror movie right there; you drop a knife and suddenly it's lodged in the table right next to your hand. I've seen Carrie, I know how this goes!"
"And don't get me started on the pure psychological effects of the other ones! I mean, listen, I'm not getting into the ramifications of the afterlife here," as if I know what's going on with all that, Klaus mutters, "but I don't want my kid telling me that the last person who lived here watches me sleep, thank you very much! I have to go to work the next day!"
"Or the literal mind-controller?" Allison goes very still. "That's a villain in the making! And a kid with that sort of ability?" The comedian mimes nervousness as Allison's posture goes defensive. "I mean, Jesus Christ, I have nightmares about that sort of thing! That's basically a Twilight Zone episode!"
"And one of them is just a straight up eldritch horror." Ben brings his hands up to his stomach, pressing in on himself. "You couldn't pay me to get near that one."
"But in my opinion, the worst one is the teleporter." Five tilts his head up and smiles like a shark. A faint blue tinge forms around his hands, not that anyone sees. "There's nowhere to hide, man! There isn't a security system in the world that could keep him out! He could murder you in a second and have a foolproof alibi. He could be anywhere, watching you, and you'd never know. The boy must be a menace, I'm telling you."
And with that, the blue around Five's hands is fully formed as he flicks on his wireless mic, jumping onstage just as the staff member watching them realizes what's going on. He appears behind the comedian in a flash, just as the laughter is beginning to die down. The host looks startled, but that's not enough warning before Five leans down into the comedian's ear and says, perfectly audible to everyone:
"The boy can hear you, you know."
The comedian leaps out of his skin, shrieking. Five smirks at him for a second, just long enough to be threatening, before he jumps backstage to the sound of his siblings' laughter. The studio cuts to a break, with the comedian swearing up a blue streak before they manage it, and the comedian decides that the rest of his air time isn't worth it, actually. The Hargreeves' interview is...interesting, but they get through it. Five is immensely pleased with himself.
He is slightly less pleased, however, when he finds out that the clip of him doing that gets instantly famous, getting played and replayed in various places, and eventually people just start referring to him as The Boy in a joking sort of shorthand. The others start to get names too, but they're all a lot cooler than his, which is a bit of an ego blow.
When he goes to the apocalypse, this stops being an issue for a bit, but it gets even worse when he gets back. In the show, this would just be for about a week of people going, "Hey, is The Boy back, and still, you know, a boy?" In an AU where the apocalypse is averted, this goes on for a lot longer, and Five always grouses that "At this point it should at least be The Man, damn it." The Hargreeves then helpfully refer to him as The Man for about a week, paired up with jokes that "The Man is keeping us down!" whenever Five vetos a suggestion. Five Is Not Amused by any of this.
They still have a recording of that moment, though, and they all rewatch it sometimes. It never fails to make everyone laugh, including and especially Five, and every time he sees it he's almost convinced the nickname was worth it. That guy was a dick.