The biggest bug in the game is that Guards don't recognise you're a Thane as a passing comment. They all deserve to be reminded of who you are even in a badass way.
It's not a bug, it's an oversight. Bethesda never made the dialog for it. They need to, though- it's kind of absurd that guards recognize me as DB or Thief (which is supposed to be a secret, thanks for blabbing it all around), but never give me a simple "Hail, Thane!".