King Arthur had slaughtered the Saxons, pacified the Picts, subdued the Scots, impaled the Irish and even routed the Romans.
MorningSIDEr: In order to claim a title you also need 50% of the land that title has sovereignty over, plus a certain amount of Gold and Piety (for Kingdoms). Wales has 6 demesnes and Gwynedd starts with 3, so If I had 389 gold and 200 Piety I could have formed it at the start of the game. I don't so I couldn't. Right now Harold is actually winning the war against William, I've never seen this happen before.
But killing every rival in battle is no basis for a system of government! Supreme executive power derives from a mandate of the masses, not from some farcical sword-wielding ceremony!