I have no known genealogical relationship with Henry VIII Tudor, but I am 22 degrees from him.
This works because my connection goes up my blood family for a while, then side-steps by a marriage to another blood-line, then sidesteps again by marriage to another blood-line, then by marriage to the brother of Catherine Parr, then by Catherine's marriage to Henry.
This is how relationship degrees work when there is no direct blood connection. I think it would worry me a little if I found I was directly related to him. I've always been happy as the peasant type.