The expression "self-same sovereignty" means that women desire the same position of importance as men have within marriage. This answer was surprising as it went against the concepts of marriage established at the time.
We can arrive at this answer because:
Marriage was seen very differently at the time the tale was written.
At that time, it was believed that women should occupy a place of submission in relation to their husbands. It was also believed that this was what women wanted and that they were happy like that.
However, the knight found that this is not what women wanted, as they desired for "self-same sovereignty," meaning they did not want to live in submission, but rather to have the same level of control and dominance in their marriages.
The knight dared to say that women would like to have full control of their husbands if possible and that would make them happy.
This concept was completely contrary to what society thought and for that reason, we can say that the knight's response was so surprising.
