its a disputed theory.

Some (mostly the cryptozoologists and tinfoil helmet types) claim it can happen, but most other zoologists claim its impossible, and that found preserved specimens are the work of such people as bored rat catchers with access to a large quantity of dead rodents and slightly warped minds.

Both go with the job; the sorts of poisons used especially in the middle ages onwards are full of heavy metals which when ingested cause mental problems over a chronic period.

I would suspect that rats are way too smart to get their tails knotted together in such a fashion in the wild, and if they did would sacrifice the tip of their tail (they can survive with a shorter one) rather than be caught up in such a manner.

preserved rat kings tend to also be of Rattus rattus, the “roof rat” or “ship rat” which has been mostly displaced by the Norway/Brown Rat Rattus norvegicus.

Maybe these ones are less smart (although they are more common still in hotter countries and you don’t hear of many rat kings there) – I still suspect generations of rat catchers playing tricks as they were paid per rat, and waving a big bundle of dead rats at people was a good sales tactic to show the rat catcher was needed…