You hear citizens and guards talking about dragons apparitions here and there but you quickly realize that those people are not really worried about it. And thinking about it, if I lived in a world full of bandits, werewolves, vampires, giant spiders and several other mythical creatures that would eat you alive if you went ouside the town's gates I wouldn't really worry that much about another beast being added to the list.
The only people who are actually worried about the situation are those who know the prophecy about Alduin's return and recognize this as sign of the end of the world. To the average Joe this is just a matter of watching the sky and avoid being hit by dragon poop.
So when you finaly kill Alduin and return to Skyrim it just makes sense that noone knows about it.
Quoting Tomy Lee Jones in MIB: "There's always a death ray aimed at the Earth or an intergalactic plague ready to decimate the human race. The only reason why people keep going about their normal lives is because they don't know about it."
Also most people don't even know your face! We are accostumed to a world where information travels at the speed of light. If a famous person farts in the other side of the world I'll receive a tweet about it in 5 seconds. In Skyrim things are very different, news travel slowly and only by the word of mouth. So as far as we know the dragonborn in Markath could be seen as a giant man with flaming hair and beard holding a sword of light while in Windhelm he would be a bald old man with a fish stick. People change the story as they tell it to others, it's human nature to exagerate things to prove their point.
tl'dr: You did save the world because you were the only one who could do it, not to become a superstar.
