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When my family moved from Mobile, Alabama to Seattle, Washington my sister got into trouble at school for saying yes and no ma'am. Her teacher thought she was being sarcastic.
I think that the trouble is that Ma'am and Sir are honorifics that imply a certain amount of respect; when the person it is being assigned to does not think they are worthy of that respect then it can become uncomfortable.
For instance if someone started to address "your Majesty" then it could rightly be assumed that they were making fun of you. However, Sir and Ma'am as you said are used to refer to people of refinement, like your parents. When someone uses the honorific they are saying that you should be respected as an adult, so if you take exception to it you are in the tricky situation of explaining that you should not be considered an adult.
Ma'am is indeed a contraction for Madame but it does not mean an old married woman, just a woman and especially one who is married. Miss is for an unmarried woman only. Someone who does not know you will have to pick a form of address and since Ma'am can go either way it became the default; after they came to know you better they could switch to Miss or keep on using Ma'am. Miss would only be used in situations where you can be reasonably certain the person you are addressing is not married. Men are easier off because Sir can work for any man regardless of marriage status.
So basically I think the problem is that people are being assigned more respect than they think they deserve. The only solutions I can see are to either frequently correct people or raise your self respect to match the implied status.
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