Were you single when you came here? Is the name written on your work permit your married name? If not then that explains it. I guess CIC go by with the record they have when they issued your WP.
I have changed my status too while I'm still working under the Program and I informed CIC of the change of my marital status and sent them a copy of my marriage certificate. But on my PR/OWP applications i still used my single name to be consistent with their record. I did put my married name on the "other name used".
Yes my WP is in my single name. I filled the form the other way around as you did. I put my Married name in the names first provided and my single name in the "other name used". I did sent also my marriage cert, new passport and other docs. Good luck to us. God bless