I was watching my DVD when I wondered if the knights heads were like a type of armor? Because it looks like it is amor and that there is a head under it if ya know what I mean.
I doubt it's a special piece of equipment created exclusively for the Knights. In the games, characters don't change their appearance no matter what armor they equip. The helmets worn by the Knights are probably just a built-in part of their characters, like Kite's hat.