I am a proponent of the usefulness of lanyards, also known as tethers, dummy cords etc.
I think the key here is the concept of a cord(etc) that connects you to your knife.
The SAS in jungle training take a cord once around the waist, tie it off and connect it to their machete/parang/golock. Why? If they are rousted out of bed and flee into the jungle, they still have a cutting implement.
In survival, some suggest that you take the essentials, put them on cords and hang them from your neck.
Some Brit mil gents wear smocks(shooting/utility jackets) with nylon d rings sewn into the flap of the pocket, so that they can tether compasses, knives, etc to them.
Now, you may not be in a situation where you need a lanyard all the time, in fact, in some situations it may get in the way, as has been mentioned about going through brush. If so, I suggest carrying 550 cord seperately, which you can easily fashion into a lanyard at your convenience.