Aqui está a resposta de Nicolas Brody (Damian Lewis) sobre isso -
Q. Why does the wife call him Brody?
A. [Laughs] Morena’s been asking that all season. “Why don’t I call him Nick?” I’m a boarding-school-educated Brit so people have been calling me by my last name forever. So it doesn’t seem that weird to me. I think the writers see it as a term of endearment.
(Source: www.nytimes.com)
A propósito, é muito comum as esposas militares chamarem o marido pelo sobrenome.