Being Winter Knight wouldn't make him less of an outlaw to the White Council, it would just make him a politically-untouchable outlaw.
Well, he could still be an outlaw
to the White Council, sure, but not to the broader Accorded supernatural world of Accorded nations.
The point of outlawing someone, historically, was to deprive them of support. If they've got their own nation... not much point. It would be more like exiling him from the Council.
He wouldn't lose being Warden of Demonreach, either. (Even if the White Council historically 'claims' Demonreach, Demonreach's bond is with Harry specifically.)
And -- assuming Thomas survives the next book -- he wouldn't lose his family connection to House Raith either.
While Harry is operating as a Warden (a White Council Warden - not Warden of Demonreach), the Council has influence over him. If they kick him out... they don't. And what does Harry actually lose? The Council generally creates problems for Harry, not actual help.
Compare to Hannah Asher, the warden-killing warlock. If the Denarians were still Accord members, she'd still be a warlock and an outlaw even after she took up Lasciel's coin. She'd just be a trickier political issue.
The difference was that Ascher wasn't known to be a Denarian, that was secret; Harry is known to be Winter Knight throughout the supernatural world.
Back when the Denarians were Accords members, the Wardens would have stopped hunting Ascher if she'd announced herself as a Denarian - the same way they stopped hunting Molly when she became Winter Lady.
I think the "outlaw" issue for Eb is that he's the White Council's hitman. If the White Council decided that taking out Harry Dresden was more important than not offending Mab,
They'd never do that; offending Mab would be a threat to the existence of the Council itself.
They could kill Harry for something he'd done unrelated to Winter; that would probably be politically OK.
But killing him in a way that would offend Mab -- say because he'd betrayed the White Council by becoming Winter Knight -- would be inviting horrible retaliation on the entire Council.