Board Thread:New on Game of Thrones Wiki/@comment-29212260-20160721215029/@comment-25402783-20160722225957

Ser Shield McShield wrote: Theon is way different than Jon - Theon knows who his father is and where he came from. Jon has zero idea hence he has zero Valyrian culture.

Well he knows where his adoptive father comes from, but his true father, that's another story. And becuase he thinks Ned is his father, it makes sense that he follows the Northern customs.