Doesn't bother me. I grew up being called by my last name pretty regularly. (My maiden name is a fairly well known first name as well, with one particularly famous person having it. So, I was even more often called by HIS last name than my own.)
I don't think I've ever really been called by my married last name alone (Mrs. Lastname, yes, just not Lastname alone)& don't know if I would respond to it, just because it doesn't seem like "my name". But if it was done often enough, I would.
There are two men at my work who go by their last names solely. One of them, I thought his last name WAS his first name for the longest time.