Lanyards can be useful, but they can be dangerous.
I fish from a kayak sometimes. I had a knife tied to the kayak. I was using it when I suddenly moved my hand in an unthinking response to something that happened. The knife was pulled through my closed hand because of the lanyard. Now I just keep the knife jammed in a bit of plastic pipe which is tied to the kayak. I generally keep a spare knife on hand in case I lose the other.
So I reckon if you are using a knife with an attached lanyard, you have to be careful that the lanyard doesn't catch on anything as you move your hand.
I enjoy having a small 'Trout and Bird' knife which I keep around my neck sometimes. The lanyard, of course, is just fastened to the plastic sheath. The knife pulls free like most neck knives.