Sarah Ferguson reportedly still doesn't have a clue as to why she was banished from the royal family. Keep reading to learn why... MORE: Follow Wonderwall on MSN for more top news Sarah Ferguson attends a cocktail party with the Italian president Sergio Mattarella at the Quirinale building for the charity event Celebrity Fight Night. By: MEGA According to historian Marlene Koenig, despite losing her titles and being evicted from Royal Lodge over her friendship with Jeffrey Epstein, the former Duchess of York is still perplexed by her downfall. "Sarah played a role in this [scandal] too.