Don't know if this happened or not, but I find it hard to believe that multiple guests called her Lady Godiva. That's a reference that I doubt one out of a hundred Americans would get, but it's just the sort of thing that an English author would know.
I think more Americans are aware of Lady Godiva than you think. Remember, it's a story about a naked chick. Plus we have a chocolate bar named after her.
Also, the article doesn't imply that all the guests started spontaneously and independently calling her Lady Godiva. It only takes one guy to think of it and then everyone else just parrots his cleverness.