Bf called himself daddy and called me princess while having sex. Is this just a sex thing?

We have our own pet names, and we also call each other our pet names in sex. But when he was really going at it, he called me daddy's princess. I kind of liked it and asked him if I was his princess while having sex and he said yes. I asked him if I could call him daddy sometimes in bed after we had sex, and he said ehh and didn't seem that bothered.

So usually for these kinds of situations, is it just a sex thing and bedroom language and not necessarily mean he wants to be called daddy and have that kind of label?

Our pet names are really cute and not sexual haha. We both really like our pet names.