That's because it was collected by Vaughan Williams in the village of Monkland, hence the name he gave to the tune when he used it in The English Hymnal for The Pilgrim's Hymn. He didn't collect the words at the same time, but it has long been associated with The Blacksmith, and also with Our Captain Cried All Hands, both of which may in fact be parts of the same longer song. Shirley Collins certainly recorded a version of The Blacksmith that includes verses normally considered part of Our Captain.