I think Harry has subconsciously rewritten his memory of the incident because he couldn't reconcile the contradictions in what happened any other way (memory is not notoriously reliable--this happens a lot).
Because think about it: what happens?
Harry forces a standing KotC into a position where awful things happen to her, culminating in him sacrificing her in a ritual spell that causes widespread destruction on a scale sufficient that, based on Ghost Story, huge numbers of people are losing hope/compromising their principles--basically, exactly what Nicodemus was trying to pull off in Death Masks.
And then he dies--fair enough, he believes that people who do this kind of thing deserve to die.
Then comes the problem--because everyone says that things were worse because he died. More than that, he was manipulated into dying by one of the Fallen.
And then he comes back, and the only thing that any of his friends and allies object to is that he's the winter knight. They're worried about what he might become, sure, but none of them see a problem in what he's done aside from killing himself.
And he can't cope. He knows he's a monster, knows he deserves to die, because no matter how awful he feels about it he knows that he would do the same again if it were necessary. And yet, all the people whose judgement he trusts above his own don't see the problem--don't acknowledge that there could be a problem. Hell, Karrin is still willing to back him up when he goes to work for Nicodemus of all people, and she was chosen by the Sword of Faith. And Harry knows something is wrong, knows that none of this makes sense but he's not the most self-reflective person, he can't put the problem into words, much less solve it. Something has to give--and I think what gave is Harry's memory about what happened.
None of which, of course, explains why Nicodemus never brings this up, but that's a slightly different issue.
