From what I understand, most stream winners, like Anathanpandika, are born in heaven where they attain further.
Take another mendicant who memorizes the teaching—statements, songs, discussions, verses, inspired exclamations, legends, stories of past lives, amazing stories, and classifications. They’ve followed those teachings by ear, reinforced them by recitation, examined them by the mind, and well comprehended them theoretically. But they die unmindful and are reborn in one of the orders of gods. But passages of the teaching don’t come back to them when they’re happy, and neither a mendicant with psychic powers … nor a god teaches Dhamma to the assembly of gods. But a being who has been reborn spontaneously reminds another such being: ‘Do you remember, good sir? Do you remember where we used to live the spiritual life?’ He says: ‘I remember, good sir, I remember!’ Memory comes up slowly, but then that being quickly reaches distinction. Suppose there were two friends who had played together in the sand. Some time or other they’d meet. And one friend would say to the other: ‘Do you remember this, friend? Do you remember that, friend?’ They’d say: ‘I remember, friend, I remember!’ In the same way, take another mendicant who memorizes the teaching … But they die unmindful and are reborn in one of the orders of gods. … Memory comes up slowly, but then that being quickly reaches distinction. This is the fourth benefit you can expect when the teachings have been followed by ear, reinforced by recitation, examined by the mind, and well comprehended theoretically.
https://suttacentral.net/an4.191/en/sujato
If they were to be reborn human, then as they mature, they would not cling to rituals or identity view, and would probably lean towards asceticism until they rediscover the dhamma.
I don’t think they would know that they’re stream winners.