Back in 1911, divorce would have been rare (and shameful) so they probably still categorised divorced people as 'married'. But there is no social difference between 'widow' and 'widower' - they had to give both options (still do), depending on whether man or woman was entered on the list.
What I find interesting is that JMB was at the Llewelyn Davies's house in Campden Hill Square on the day of the census, and not at his flat at the Adelphi. I wonder if this was deliberate, and he made a point about wanting to be included with 'his boys' on such a day?