Naminé is perfectly capable of speaking in the first person if she is interested in doing so. In fact, her earliest posts in PC are all written in the first person. It is something she decided to stick to half way in order to be slightly more unique as someone else has mentioned. Yet, such a decision is not hastily made for the pure enjoyment to seek the unique, as it does have a few basis or reflection of herself in the offline world. Somehow it is considered as arrogant but regardless of how she tries to figure it out, she can't see why there will be such an implication to lead to such a dramatic misunderstanding.
"I" already posted in first person once before to "you" in PM, remember? "I" begged "you" over a period of 5 PMs or so when "we" first meet, yet "you" simply refuse to tell "me" of the mysterious question that is rumored to be able to bring any third person speaker to tears...