Profile Visibility - Not Working

On my Profile visibility settings I have set Last Name to be visible to Only Me, but there it is - out in full view of everyone. I thought that Username was the default for Wordpress.

I actually don't want anyone seeing any of my members's First or Last Names. The only name that should be visible is Username.

How do I accomplish this please?

See screenshot showing setting of Visibility (Only me) but it is visible at the top of the page and also in the widget of Members.