Firstly, the thing that you have to remember is, that these awards are decided by a government office. You can nominate someone for an award but it's (ultimately) politicos that make the final decision - not the Queen. As such, there are a lot of people who, on principal, would not want to accept an award due to what they think of the political parties/government of the time.
Once a decision is made, the potential recipient is written to and asked if they wish to receive the award. There was an interesting article published a year or so back about the number of people who have rejected an award (apparently quite a lot do). Some do admit publicly that they have rejected an award but many don't and the government office in charge will not confirm or deny any names. (And it takes 50 years - I think- for it to reach public information status). I think the article said that an award is offered three times, and if it is still rejected then the potential recipient is struck off the list for good.
Given Sean's political leanings, it's highly likely that, if he has been offered something, he's rejected it as it doesn't sit with his 'old labour' beliefs.
