No Knighthood for Mackenzie
Alexander Mackenzie - or Mackie, as I have so fondly dubbed him - was known for his humble roots, and paradoxically, he seemed to be rather proud of them. Instead of his political peers at the time, the majority of whom hailed from privileged backgrounds, Mackie was a stonemason, working with his hands most of his life before his political rise.
He was also known for his stoicism. As described to aptly by Pierre Berton: He was not one to cry out in public; but then he was not one to chuckle either - and now I would like that as my epitaph.
To Mackie, his role was to govern, not to rub noses with the political elite or use the office to impress people. This could be why he rejected the Queen Victoria's offers of knighthood not once but on three separate occasions. This makes him the only pre-World War 1 prime minister to not have the formal title of "Sir".
Aristocrats were still thriving during the 1870s, including Mackie's reign as PM, and while the title doesn't hold as much value as it did a century ago, it was more esteemed back in that day. And it was also tradition for Queen Victoria to knight the heads of her commonwealth states. But Mackie challenged the status quo by rejecting the knighthood, saying he was no better or no worse than the common man.
While Mackie was the only PM to reject such an honour pre World War, after the First World War, reigning sovereigns no longer bestowed the title to any Canadian politicians. In 1919, Parliament passed the Nickel Resolution, formally discontinued the practice of foreign governments bestowing titles and peerages onto Canadian citizens. While I can't back this up with any formal research (what a blogger I am!) I think the reason for this was two fold: to establish the governments foothold as it's own, not allowing even the Royal family to decide the title or rank of a Canadian citizen; and likely because of the ebbing of the aristocratic way of life after World War 1 (this is mostly from watching Downton Abbey, when they almost had to sell the estate after, but then Matthew used his inheritance from his dead fiancé's dead father....)
So this Nickel Agreement basically enabled the Canadian government to frown upon the Brits bestowing titles on their behalf. In 2001, the British government made a formal apology after knighting two Canadian citizens, citing they were unaware of their dual citizenship. Jean Chretien, who was PM at the time, "acted furiously", according to a Globe and Mail article from the time. He threw down the Nickel Resolution, saying the British government had no business knighting any Canadian. Chretien also used the Nickel Resolution when asking the British to not knight Conrad Black. Black ultimately gave up his Canadian citizenship in order to become "Sir" Conrad Black.
So Mackie might have been ahead of his time, declining to be knighted and known as sir. This helped his legacy, as he is known to be more humble - and more sober - than his political counterparts at the time (*ahem, John A. ahem*).