I really think /have the feeling the Knights of Ren really try to protect their master and are honestly loyal... so they are vastly different from example the Sith. In the flashback in TFA you can see them shielding Kylo Ren pretty much with their bodies standing so awkwardly close. And... I guess there is a faint ...friendship like bond between them. My general idea: There is this really confused kinda spoiled irritated brat showing up at Snoke's doorstep. How do you ensure he stays on your side and doesn't just change his mind? You give him friends... a feeling of belonging. A handful of people to protect him. And out of this eventually Kylo himself formed the Knights of Ren... as a new Dark Side Order. I... could honestly draw a whole gigantic new comic about that. My head is bursting with ideas, but I'm not sure yet if I want to go for it or not.
Anyway... I just kept the Knight's names from the artwork... because I assume they were all Stormtrooper once without names.