It could also have been a spoof of Sidney Poitier's line
"They call Me Mr. Tibbs. from the movie In The Heat Of
The night.

Pumbaa says, "That's Mr.Pig to you!" the 'you' tells us that
some people he will allow to call him 'pig' most likely he
himself, but other people he may take it as a disrepectful
thing, while when you call some one 'Mr.' it shows respected
for the person. So there for he wasn't going to let the
hyeenas disrespect him. Not that his friends disrespect him,
he just knows that they already do thus letting his friends
drop the 'Mr.' That is what i take from it, everyone has
there own thoughts though and we can't really be sure, i
mean we didn't make the movie so how would we know what they
thought when they put it in.

Being called "Mister" (Mr.) does not mean a man is married.
They only have one prefix unlike women, who have three. And
the reason he didn't have Simba and his friends call him
"Mr. Pig" is because they were extactly that... friends. And
obviously he wasn't playing around with the hyeenas so he
said that. At least that is how I take it.

calling pumbaa mr pig does not means hes married all guys
are mr's and he might want them to call him mr pig again
because they already called him that and was about to eat
his friend so they hurt em and made him angry so its like he
dared the hyenas to call him a pig agian before he got
really really mad i guess pumbaa didnt care when his friends called him a pig maybe when somene who was calling him that to be mean called him a pig it made him mad and i guess simba was just playing thats why he didnt get mad