I'm a native speaker from the US South, and hadn't realized this until I read your comment. For me, the "W" always gets shortened to "dub-you" in AWS (or "dubya" if I'm not being picky about it). Standalone, I might pronounce "W" more like "dub-a-you if I'm emphasizing it, but not usually.
Anyhow, thanks for pointing this out. I will also now forever think that "double-you" is ridiculous.