Here's where Neelix's confusion begins, immediately after getting beamed aboard.
NEELIX: Astonishing! You Federations are obviously an advanced culture.
TUVOK: The Federation is made up of many cultures. I am Vulcan.
NEELIX: Neelix. Good to meet you!
(Neelix gives Tuvok a bear hug.)
After he finally figured it out, maybe he kept using "Mr. Vulcan" as a sign of affection, or considered it an inside joke between him and Tuvok, like a nickname.
Or maybe he just liked being an @$$h*le.