Depends which time period you’re talking about – the earlier in the Middle Ages, the less literacy, and the more nobility you can find who think about writing as something that priests, scribes, and other servants do.
It is odd for someone that far up in the hierarchy to be illiterate, as Lords Paramount would be in contact with the monarchy and many vassals, as opposed to a lesser lord who would only have to deal with his immediate neighbors who he dealt with face to face.
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