I think that Kierkegaard was considering that this attitude has to be permanent. You can't praise yourself for having resigned yourself last year, last month or last week. You have to resign yourself each and every time the urge to "dwell on the past" arises. And that urge finds a person when they are at their weakest.
There is some subtlety in how one chooses to look at the past. For example, you say "I choose thankfulness" and you recognize "the life I have is wonderful, and full of joy and satisfaction" which sound healthy. However, this describes your attitude to the present while leaving out your attitude toward the past.
He specifically calls out when a person trying to move on from the past degrades the lost alternative. In the metaphor of the princess, perhaps the Knight forms a negative opinion about her, or about aristocracy in general. He may choose to lie to himself like the fox from Aesop's fables, who when it cannot reach the grapes decides they must be sour. He may get angry with the girl, angry with himself, or angry with the world.
For Kierkegaard the ethical life requires staying true to your desires, even in the face of depravation. One ought not deny that they still want the thing they can't have. They will not rely on self-deception or ignore their true desire. They will realize that these desires will resurface and they cannot spend their life running from them.
All of this is easy to say but hard to live. It ends up forming the basis of what Kierkegaard suggests is a true faith. Fear and Trembling goes on to describe a Knight of Faith that lives beyond the Knight of Infinite Resignation but that is another thing entirely.