It's one of those "how important is the title" things. According to an article in the workplace magazine at a (now very) former workplace, to celebrate the honours doctorate of Princess Christina, her full title (with doctorate) would be "Princess Christina, Dr Mrs Magnusson".

The explanation given is that the princesshood attached to her, personally. I suspect it is the same with a knighthood. And the "dr" comes before the "mrs", as it is more prestigious.

But, as with many things, don't think TOO hard about it.

https://en.wikipedia.org/wiki/Princess_Christina,_Mrs._Magnu...