Since they were windmills and not giants as he thought, was Quixote cheating?

You said he knew on the podium from the look on his face but the ref missed it. That meant that he knew and could have said something, but chose not too. That's cheating. Sure he may not have known beforehad (or maybe he did and just hoped to get away with it - I'm not going to try to judge the knowledge of someone I've never met), but if he knew he'd broken the rules within the protest period and didn't tell anyone, that's not being 100% honest. I don't know that I'd have the integrity to say anything myself, but I do know that it'd bug me at night for a while afterwards if I didn't as much as I tried to justify it.

Why would he say something when the referee in charge knew about it. Should he keep telling referees until he finds one that will DQ him. The referee knew the facts of the race (just like this week in Chico SR where many rules were broken) .
There is more here. That day was slick and there were many that crashed. That was a spare wheel not his race wheel was broken in the crash. He won by riding off the front in the rain. I don't know if that gear was even used.
The referee knew this. The referee passed him. I would not have passed him.

That makes it sound different. It wasn't clear that was the same instance as the wheel swap. From the way you saw his down look, it sounded like he'd had the wrong cassette on it and he noticed in the roll out the the ref wasn't paying attention. If it's a neutral wheel swap and they give him the wrong wheel, that's beyond his control. that's much closer to the Lance deciding to do a little cyclocross thing (though he pussed out when he could have bunny hopped the ditch for maximal style points).

So I came across this today taken on the finish line on that spare wheel discussed. Looks to me the gear used was a 15T (the cog was 13,14,15).
-It did not meet the rule requirements for roll out as determined later by me, not the officials
-It was unintentional (a spare) and not known by me to have a 13T until later after the event
-It was (that 13T) not used - best I can tell in the sprint and the other side they were going <20 it was a wet miserable day.
-It passed roll out (had referee DQ'd it - no issue) although it should not have passed roll out
-My son thought the pedals did not revolve a full revolution before the lines (weird wording as this has happened about three times - when the lines are wrong).
-There was no money, no title, only podium.

I don't think there was any intent to cheat. He would have gladly stayed on the road if he could. As it was he took a lot of risk of falling going cross country like that.