This, I think, is highly overrated. With the sole exception of realms that have vote systems that allow lords to vote for their knights (meaning more knights equals more votes equals more power), most lords derive little to no power just by having knights. Maybe other people have had a different experience, but honestly I've never had much reason to cultivate close relations with my knights, and I don't expect them to back me. Not that their backing would mean much most of the time. Again, except for realms with voting systems knights are pretty powerless. What kind of backing can they really provide otherwise? A voice of support that no one is obligated to heed? Some back up when you're protesting? Pawns for your rebellion? Thing is, all of these things can be attained just as easily from nobles who are not your knights, and frankly if your knights are the only people you can count on, your protest/rebellion isn't going very far anyway.
Kihalin was under Sergio for a long time and they became friends. They supported each other, even when they both ran for the position of Vasilif. Kihalin voted for Sergio in the election even. I think having a loyal knight you can count on really helps if you can put him in a position of power.
