When they retire at a settlement, they automatically gain citizenship. If you have have a seat of power in another site then your adventurer will migrate back there. Otherwise it's random, and probably based on obvious personality factors, whether or not they'll stay or go wandering again.
Well, that would suggest that citizenship is easy enough, assuming that genned civs work by the same rules as player forts. Whether non-dwarven adventurer migration can occur is something else entirely.
Note that I don't think hearthperson is a title dwarves use. If so you probably joined a human civ. Dwarves use "Sheriff", "Guard" and "Militia-dwarf".
As a sidenote, I have two retired adventurers on my current game. First one is free, and appears to have been culled in some capacity ; location unknown, gave her title as a lady and so on. Second one is militia-man in one of my (human) fort and stays in game. It appears as the game stores your character away from the board if you retire them without joining a town either as a guard or a performer
You're totally right about titles...and it occurs to me that I've never joined a dwarven civ as military in adventurer mode, so I'm only assuming it's possible lol...I know performer is. Basically, though, if you only retire without a position, your adventurer won't have interactions? I guess if you wanted them safe, that's good, but they don't develop any, so less fun.