Madeleine, in the grand scheme of things and in regards to world-wide knoweldge, is not a big royal. Few people outside of Sweden, not counting royalty watchers, would know who she is, unless someone who did know told them. Especially in the US, where the main royals are the Windsors and the Grimaldis - mainly due to Princesses Diana (in recent times) and Grace. Madeleine could be dropped into any country in the world, excluding Sweden, and would be able to go by unnoticed by the populace (until a paparazzi spotted her/was tipped off) - at most, some people might think she is some anonymous wife/daughter of a millionaire. The same for most of the other royals in the world (with some exceptions - Queens Rania and Noor in the US, the Spaniards in South America, Princess Mary in Australia; and even then there would be a large number of people who still wouldn't know who they are - nor would they care). So it is quite likely that this man, whoever he may be, had no clue that Madeleine is a Swedish Princess upon first meeting.