I'm not really certain what sort of acknowledgment you're looking for, could you be more specific?

They were certainly aware that they lived in areas that had not always been Christian, and if they were able to trace their ancestors back that far (which wasn't always the case, the aristocracy was not particularly stable for a lot of places and times in the era), they didn't really have a problem acknowledging that these ancestors hadn't been Christians.

Some countries like Lithuania remained pagan until 1387, and even then much of the populace tried to resist christianization. Other countries with deep pagan roots, like the Nords and the Greeks undoubtedly "acknowledged" their pagan ancestry with pride. However, in general, in much of Europe, most countries began to accept by that pagan and mythology were important parts of their history by the 19th century.