I have definitely noticed that. The cat I had growing up we had a close bond. He stayed with my parents though when I moved out. Any time I was coming to visit my parents would mention my name and he would perk up. I don't think it is tied to anything I gave him because I wasn't really taking care of him, I was rarely the one that fed him. He just slept on my bed and we spent a lot of time together.
So there has to be some understanding there of... something. I am curious what they internalize it as.
On the flip side I have to wonder. I live alone. My cats have very rarely actually heard my name. I would be very surprised if they had any concept of what my name was. But if they don't, do they think something different. It is interesting.