Since I was 18, I've always checked off M. And never had a problem with it. They either don't care enough to ask, or are too confused to do so. They just make a copy of your SS and ID and that's that.
First job I ever had, where it asked if you have ever been known by another name, I put my birth name, and still checked off the M. I worked for a delivery company driving trucks, the owner was as redneck as they come, and he never blinked an eye. At least not in my presence.