^ As FlyAO2 said, you will need to edit each existing reservation's passenger info to add the KTN. The profile data update will merely autopopulate that information for future reservations.

Other domestics work the same (AA, UA, AS, B6 anyway), except Southwest. For WN, you will need to call and update each reservation after putting your KTN into your profile - the agent will need to manually update your existing reservations.