Although we are all deriding Luna for treating Nanoha as the princess and refusing to believe otherwise, we are forgetting about Mamoru Chiba, AKA Tuxedo Kamen.
He has the same issues that Luna does about Nanoha and her former life. Perhaps even worse from a certain point of view. In fact, he keeps referring to her as "Serenity." Even though Luna calls her "Princess," she at least acknowledges that while Nanoha should take back the Moon Kingdom (in her eyes), the current incarnation is a whole different person. Mamoru on the other hand keeps referring to Nanoha as Serenity, seeing her as the same person as he knew in his former life. Even though, with this date as an example, he has just been shown that Nanoha is TOTALLY different than Serenity.
I'm actually kind of hard-pressed to see who, between Luna and Mamoru, is worse in their beliefs about Nanoha.