Because the nickname can describe the characteristic of each member. In kpop, each member should have a characters for fans to remember. I will take the example of Shinhwa: Hyesung is called "a little prince" to describe his mage... In SHINee, Taemin is called Makdongie that describes his image as the youngest member and a cute dongsaeng. Minho has a strong charismatic image and is competitive, that is why he has the nickname "Flaming charisma".... Those names are not dado por fans. They are dado por SM, and fans gradually remember those names of each member.
The Nickname of Onew is Leader, because he is the Leader xD and Minho's segundo Nickname is prince, because in the reality mostrar Hello Baby he was dressed as a prince xD Key is know as "almighty" Key. And Jonghyun call hiself as "BlingBling" I'm not sure that jonghyun calls bling bling por hiself but I think he dicho it in a show... So Taemin is called Maknae... beacause... he is the Maknae xD when tu understand german I can translate it for you^^ my englisch is not really good too xD
Im sure the other guys already answered the pregunta for what their nicknames are so I'll just tell tu the reason for them! So before their debut the company came up with nicknames like how super junior used when they first debuted also.
Its to separate their charms "Flaming Charisma"= sporty, Competitive "Bling Bling"= So much talent, clean high notes "Almighty Key"= Many hidden charms he likes to keep hidden "Maknae Taemin"= ....youngest lol "Leader/dubu"= Leader... because hes the leader and dubu because he has a soft voice and he also looks soft
The meaning of the flaming charisma is más competitive and talented,Bling Bling means having más talents,master (almighty)key means having solutions for all the problems,tofu leader means a good and talented leader and last but not the least mankae taemin meaning is a cute,innocent and powerful guy. Since these meanings accompaning them i support them in these nicknames.These nicknames is also give a special outlook for them