I had this problem as well with my zombie deathmatch server. What you need to do is set the Knife weapon in the secondary or primary weapon catagory as well as add it to the botweapons catagory.
Code:
[primary]
m4a1 M4A1 1
ak47 AK47 1
...
knife Knife 4
[botweapons]
knife
Also, I used the same method to give bots C4s... but it ended up that half the bots would have C4s and run around with it instead of with their knives.