Not every word JB rights is a conspiracy. Sometimes, he's just telling a story.
He apparently had a family in the colonies, going by the one memory of his we see. My guess? He was an English knight, got hitched and retired to the colonies, then when the revolution broke out, he felt more American than English.
Even if he "officially" lost the title, there's nothing stopping him from self-identifying and introducing himself as "Sir Stuart" anyway.I'm pretty sure Morgan reflexively thought of himself as a "Warden" even when he was the WC's Public Enemy Number One.
Is there anyone in the Dresden files that isn't explicitly supernatural (and has more than one appearance) that isn't suspected of being a Knight of the Cross?
Nobody's tried to push for Rawlins as a Knight, as far as I recall.