Why is it still called Prison Break ??

Well, for one noone ever changes the name of the show and once they name it something, they're pretty much stuck with it for the duration of the show. I don't know a single show that has ever changed it's name before in middle of it. Plus, it does kind of fit as it's all kind of interconnnected and as the person said above me, everything all leads back to what happened at the beginning of the show. If you want to get a bit philosophical, the "prison break" aspect of it was that they were still in their own little "prison" even being outside of an actual prison as they were never really free other then for a short while(season finale spoiler coming up), and then at the end, obviously. Just my thoughts.