I'd have to check to be certain, but I am pretty sure we didn't put it on birth certificates. It's convention only - some businesses (notably banks) have a "suffix" field to help disambiguate customers, but many of them are drop-downs which stop at "IV" for some reason.
What really makes me feel like royalty is not the name, it's the throne room I had installed in my summer home in the Bahamas. That and requiring everyone I meet to call me "sire." (/s)