Why should I make a Dark Knight?
Dark Knights will always be wanted in Boss runs because of their power and buffs.
A Dark Knight is very helpful in high level boss runs, because of their skill "Sacrifice".
This attack ignores all defense. Bosses like Pink Bean have around 70-80% def, which means you only hit 20-30% of your normal range.
Sacrifice lets you hit all your range, at the cost of 11% of your HP.

That's all well and good, but why would someone pick a Dark Knight over a Corsair, Night Lord, or other DPM class?
Survivability. I'm sure you know of the Dark Knight skill Hyper Body. It increases your HP and MP by 60% at max level. There's nothing more annoying than lagging on a boss and then the lag goes away, just to find you are dead.