Yeah, I don't recall any western historical figure using a two-gun rig. Most carried a Derringer or another smaller piece like a pocket pistol; Doc Holliday carried a smaller piece in a shoulder rig in addition to a knife.
I watched "Genesis" today and I think I have the plot figured out. The story of Paladin really isn't a new one, as it goes back to the days of the knights; it has just been retold as a western. It reminds me of "Ghost Rider," "The Lone Ranger," "Then Came Bronson," etc. It's about a loner looking for self-redemption while trying to right wrongs wherever he goes.
In the case of "Have Gun Will Travel," Paladin assumes the role of the paladin he killed; that paladin trained him to be his successor and allowed him to exit life with dignity and glory instead of by a debilitating illness. The theme has shown up in several westerns throughout the years. "The Shootist" comes to mind, though that character wasn't riding about seeking redemption or helping the downtrodden; he had a debilitating illness that would rob him of his dignity as a famous gunfighter.
The original "Lone Ranger" TV series had a similar plot, except he had Tonto. That series ended in 1957 a few months before "Have Gun - Will Travel" came on the air. In my opinion, I think the writers used an existing story and formed a grittier version in order to fill the hole left by the "Lone Ranger." I think Paladin appealed to more adults than The Lone Ranger.
As for no knife, I think that's because the fellow he replaced (killed) didn't carry one; it wasn't part of his "armor," which was the black outfit, knight chess piece leather, etc. Consider the heroes of the western genre, they didn't carry a knife as a weapon. In fact, the only western character I can think of that carried a knife was Doc Holliday, and it wasn't for carving beef.