Considering he was just taken over and controlled via a domination curse, I think him NOT knowing is the best thing.
The fewer people who know who you actually are and how strong you are the fewer people who can tell anybody who you are and how strong you actually are.
That's been what's saved him so far - nobody knows who he is to threaten his friends, or try to set up appropriate countermeasures to him. Nobody except that unknown guy who's also keeping things secret for Reasons.
In that case it goes the farthest to say “I realize what you’ve been through but I want no recognition. Don’t repeat that I was here or my appearance please. This is all the reward I want.” Three sentences: clear direct easy. By literally just speed-walking away without saying a word, he’s putting himself at more risk because, especially with nobility, we know that attribution matters a TON. What if he gets seen by the Duke at a later date and the Duke goes “MY SAVIOR” in a gathering? What if the Duke decided to go through with the status building because he was left to his own devices and knows the face of the MC? What if the Duke issues a stark announcement about “The Hero” who saved his nation when talking about their predicament and implicates MC by association?
MC doesn’t have to give his name, as we saw, but he REALLY should have taken the lead. The only reason he’s keeping anonymity securely is because the Duke had to think about the situation and speak in his stead while also proposing those protections lol.