Honestly, the prob with that sort of mentality, is that you'd need to put a lot of work to make it worthwhile, and it can easily be trivial.
Imagine going on a 50, 100 chapters arc in which the Knight is "hinted" at being human, doing things against humanity, and then at the end being revealed that he is human.
It can totally possible that most readers won't even pick up on the hints, or even care, so the "twist" would be completely meaningless. They'd have to re-read the entire story again, with the knowledge that he is human, to actually appreciate it. But who'd do that? While revealing that he is human early on leaves less suspense regarding his origin, it enables an easier gate for readers to actually appreciate his current conflict about his actions in real time, rather than "his hinted, plausible, worries".
TLDR: Let's just say I can see where you're coming from, but I've seen it go wrong way too many times to not prefer this alternative better.