To me, that question is like asking "If you decide to bash your head against a wall, why use anything except a brick wall?". But I have seen some explination by the heathen who do believe in Knoppix hard drive installs. There are different approaches for different ways that you want to have problems. One, for example, stores the compressed cloop file on the hard drive as a compressed cloop file. This saves disk space and is much more like running from CD. You can't change anything on the cloop file, but it should be faster than running from CD and should free up the CD drive. It can let you fit a "HD install" on a hard disk that Knoppix otherwise can't fit on (but Debian can). Other ways unpack the cloop file and give you more flexability, but take up more space, and still install all of the applications from the compressed file to hard disk (which you can pick through and try to remove later and see what breaks when you do.) But perhaps someone who actually does install Knoppix can give you a better answer.

Understand that all of this started when the Debian installer was much harder to use than it is now. People feared installing Debian and opted for a Knoppix install because they liked what they saw when they booted the CD and would accept the problems rather than deal with the Debian or other Linux distro installers. Things have changed, but some people still fear looking at anything else except the one thing they have seen.