True for me as well. Generally the only people I correct are people who should know better and address me as "Mr." anyway, rather than by my first name (I mean, if you're going to get formal on me all of the sudden, you might at least get it right)
I also find that people who have degrees that they didn't really earn (honorary or purchased at a diploma mill or unaccredited school) are more likely to insist on being called "doctor."
The people who are impressed by your title alone are invariably the ones you don't want to waste time impressing. People you'd like to impress aren't going to be impressed just by the title.