Yeah, I once heard Mr. Rogers was a Navy Seal. We used it as a conversation chuckle when I was in the Navy. Being called a "Mr. Rogers" in the Navy was a way of complimenting the new guys without them even knowing it.
New guys always thought it was an insult.
Unfortunately, most urban legend sites have chalked Mr. Rogers' military career to mere urban legend and nothing more. They say he wasn't in the military.