This is the world of monarchy (this also happened in our world too)
The ones who sent the knights is one of the great dukes of the holy kingdom, and the decision was approved by the other dukes (6 in total). I think you know that the only noble rank 2nd only to the king (a royal) are the dukes (highest nobility). The dukes of this kingdom were afraid of hearing that Reiji is Child of Disaster. Whether or not the legends and rumors are true, they are simply not risking anything so they wanted to detain Reiji (yeah, it's stupid but this happens throughout the history even of our world; "guilty until proven innocent"). They are simply too afraid of someone potentially wielding a great power inside, much like how the strong countries in our world are using nukes (not launching them, only stockpiling them) as a sort of 'mutually assured destruction'. They'd rather have things in a status quo of which is made by themselves, and no power left unchecked.
And regarding them seemingly ignoring the king's prerogatives, that's just the way it is. Dukes can veto a king when they deem it fit. Even if the a king favors someone, they can look the other way especially after seeing how powerful Reiji is, adding to their own fears/paranoia about the matter of the Child of Destruction.
But yeah, I agree that this is still stupid. I mentioned this in the earlier chapters, the way the nobility is acting is the same way Demon Lords are born in other fantasy stories out there - in this case, if they piss Reiji enough, the Child of Disaster thing will really happen, well it will be their kingdom which will fall into disaster.
P.S. The margrave Mule, went there just to show everyone that Reiji is indeed protected by the king, and even if they try to veto the king's favor on Reiji, they either have to face the margrave (who is strong by himself) or worse, face Reiji who just slammed him on the ground.