That's the point. The government can compel you as they please under threat of harsh criminal punishment.
For example, did you know it's illegal to lie to an FBI agent? Think of how many things could easily be misconstrued as lies in a normal conversation. Introduce yourself to an FBI field agent as a "Jim" when your given name is actually "James"? You've just committed a crime punishable by up to a year in prison.
It has to be "knowingly and willfully", "in any matter within the jurisdiction" of the government. While this is much broader than most people might realize or expect, it probably doesn't extend to using a nickname in a conversation when the agent hasn't asked you your legal name as part of an investigation!
(But the breadth of this kind of rule is definitely a reason that people are discouraged from consenting to an interview with law enforcement without a lawyer present.)
