In a nutshell... Don't call your kharacter "Kahn" or "Kahnum", if (s)he isn't the ruler of Outworld.
MKX has clearly pointed that out. Kahn/Kahnum is a title! Kahn for the Emperor and Kahnum for the Empress. (Sindel isn't really an exception, she is more like a trophy wife.)
Jax: Another damn Kahn.
Kotal Kahn: You will respect my title!
Jax: You and your title stay out of Earthrealm!
Tanya: Mileena Kahnum.
Mileena: I love when you use my title!
Tanya: Enough formalities!