At the end of the Wind Age, Connacht swooped in, saved mankind from the Trow and Krids and stuff, and began the Wolf Age. Thus, Connacht could be said to be the Great Hero of either age, using informal nomenclature.
Formally, we say a person is the Great Hero or Leveller of the age they began, not ended; otherwise Balor would be the Leveller of the Wolf Age, Moagim the Leveller of the Age of Reason, and Tireces the Great Hero of the Axe Age - which they obviously aren't. Of course, Balor ENDED the Wolf Age, Moagim ENDED the Age of Reason, and Tireces ENDED the Axe Age, so in that sense they could be said to be of those ages too.
Simply put, Connacht saved mankind during the Wind Age, and he was worshipped for it during the Wolf Age. GURPS doesn't contradict anything there.