It seems to me, deliberately calling him "Mr. President" after he has asked you (personally, and in private) to call him "Barack" would carry a somewhat hostile message, something like "I respect the office of the presidency, but I don't like you." Of course, that might be exactly the message you want to convey.

Furthermore, publicly reporting that he has asked you (personally, and in private) to call him "Barack" is another kind of impoliteness.