Why should Bin Laden called by its first name anyway?
I guess there were also a lot of (radio) news reports about "Adolf" during WWII...
What about Saddam?
Well, strictly speaking... "Hussein" wasn't his surname either. His full name was (according to Wikipedia) "Saddam Hussein Abd al-Majid al-Tikriti", with "Hussein" being the first name of his father. Of course, in Arab culture there isn't something like a "surname" the way we understand it.
That being said, Osama Bin Laden's full name is "Usama bin Muhammad bin `Awad bin Ladin" and members of his widespread family usually use "Bin Laden" as sort of a surname in dealings with the Western world (their company is also called "Saudi Binladin Group").
I guess in a globalized world there was a need for Arabs to get a "surname". And in that sense, Osama's surname is "Bin Laden".