I agree that the change of heart of the knight was a bit too sudden, but I think that the main point was that the Mc proved to have ACTUAL power.
At first she thought that the MC was a "noble miss that acted restlessly under the pretext of some superficial sense of justice". Now, do we know someone else that fits that description? When they met at the market, the knight thought that she just resolved any problems by tossing her status around, without thinking too much in the consequences.
Here she demonstrated that she isn't afraid of getting things done personally, instead of just giving orders using her status. That is why the knight wants to serve her.