I've thought about this a bit, and I think it's a question that really bears some serious study.
I think it must be at least partially genetic, and my strongest argument for this is that the vast, vast majority of humans who find knives such interesting objects are men.
Yes, I know that there are some invaluable ladies on this forum, but they are in the tiny minority (but all the more precious because of that!).
I can say for myself that knives interest me because, not only are they useful tools, but so often unique works of art at the same time.
Guns can be beautiful, and are certainly useful objects, but knives, especially custom knives, offer utility with one-of-a-kind uniqueness as well.
At a gut level, I like the mechanical solidity of knives, their craftsmanship, their heft, and the things they make possible.
If I were to choose one object produced by Man which would best exemplify the ability of Man to make tools, it would be the knife. Almost all other "things" produced by Man are made possible by the cutting edge.
Andy