Quotes around the nickname when it is used alone are not needed for exactly the same reason they are needed in a full-blown reference such as O'Shea 'Ice Cube' Jackson Sr.
A nickname is defined as an extra name; meaning one that is used instead of, ie in the same way as, the person's real name, not part of it. (eg https://www.google.co.uk/search?q=nickname&rlz=1C5CHFA_enGB718GB718&oq=nickname&aqs=chrome..69i57j69i60.2540j0j7&sourceid=chrome&ie=UTF-8)
The full meaning of O'Shea 'Ice Cube' Jackson Sr is O'Shea Jackson Sr, often called Ice Cube instead, in rather the same way that a newspaper or magazine (possibly patronizingly) this is defined as a 'nickname'
Defining the nickname like that is a wholly different thing from actually using it, which is why Are you Ice Cube? needs no more quotes than does Are you O'Shea Jackson?