I'll confirm this bug. I decided to try using the kernel's Emergency Remount Read-Only hotkey. On the next reboot... the volume was mounted without an error.

This is what I was getting on every bootup except the first one after I created the image, like you.
I also use the defaults offered in the mount dialog.
e2fsck 1.40-WIP (14-Nov-2006)
/media/hdb6/knoppix.img was not cleanly unmounted, check forced.

Pass 1: Checking inodes, blocks, and sizes
Deleted inode 102 has zero dtime.
Fix? yes
Deleted inode 103 has zero dtime.
Fix? yes
Deleted inode 104 has zero dtime.
Fix? yes

Pass 2: Checking directory structure
Pass 3: Checking directory connectivity
Pass 4: Checking reference counts
Pass 5: Checking group summary information

Block bitmap differences: -(8231--8373) -(12288--12299) -(14336--14765)
Fix? yes
Free blocks count wrong for group #0 (30624, counted=31209).
Fix? yes
Free blocks count wrong (547538, counted=548123).
Fix? yes
Inode bitmap differences: -(102--104)
Fix? yes
Free inodes count wrong for group #0 (15897, counted=15900).
Fix? yes
Free inodes count wrong (378704, counted=378707).
Fix? yes

/media/hdb6/knoppix.img: ***** FILE SYSTEM WAS MODIFIED *****
/media/hdb6/knoppix.img: 5293/384000 files (0.8% non-contiguous), 219877/768000 blocks
>> /home/knoppix mounted OK from /media/hdb6/knoppix.img.
>> Read-only CD/DVD system successfully merged with read-write /media/hdb6/knoppix.img.
Network device eth0 detected, DHCP broadcasting for IP. (Backgrounding)
INIT: Entering runlevel: 5
Starting Common Unix Printing System: cupsd.

root!tty1:/# cat /dev/vcs1 > /home/knoppix/Desktop/knoppix.img.error0
Then after I did the Emergency RO remount... and powered off... Then rebooted... and mounted the image without errors and then rebooted using the "reboot" command... I got this on the next startup.
e2fsck 1.40-WIP (14-Nov-2006)
/media/hdb6/knoppix.img was not cleanly unmounted, check forced.

Pass 1: Checking inodes, blocks, and sizes
Deleted inode 102 has zero dtime
Fix? yes
Deleted inode 103 has zero dtime
Fix? yes
Deleted inode 104 has zero dtime
Fix? yes
Deleted inode 105 has zero dtime
Fix? yes
Deleted inode 106 has zero dtime
Fix? yes
Deleted inode 107 has zero dtime
Fix? yes

Pass 2: Checking directory structure
Pass 3: Checking directory connectivity
Pass 4: Checking reference counts
Pass 5: Checking group summary information

Block bitmap differences: -(804--1122) -(1124--1309) -(26628--26779) -(30720--30743)
Fix? yes
Free blocks count wrong for group #0 (30528, counted=31209)
Fix? yes
Free blocks count wrong (541949, counted=542630).
Fix? yes
Inode bitmap differences: -(102--107)
Fix? yes
Free inodes count wrong for group #0 (15894, counted=15900).
Fix? yes
Free inodes count wrong (378605, counted=378611).
Fix? yes

/media/hdb6/knoppix.img: ***** FILE SYSTEM WAS MODIFIED *****
/media/hdb6/knoppix.img: 5389/384000 files (0.9% non-contiguous), 225370/768000 blocks
>> /home/knoppix mounted OK from /media/hdb6/knoppix.img.
>> Read-only CD/DVD system successfully merged with read-write /media/hdb6/knoppix.img.
Network device eth0 detected, DHCP broadcasting for IP. (Backgrounding)
INIT: Entering runlevel: 2
Starting Common Unix Printing System: cupsd.

root!tty1:/# cat /dev/vcs1 > /home/knoppix/Desktop/knoppix.img.error1
Now I am not one who knows enough about disk repairing in the linux world, yet... to be able to see what is being done here... but in case someone wants to jump on this bug with us... I hope that this helps.

Now I do use Gilles van Ruymbeke's minirt_511a.gz, when I am booting an knoppix.iso residing on a fixed disk. I did take a look at the files used and besides Gille's different loop.ko file... everything else... well they looked to be the same. Minirt_511a.gz also has a cloop.ko module, that I didn't see in the knoppix minirt.gz.

So there is something preventing a successful umount of the filesystem.
Here is the output of the mount command by itself.
/dev/root on / type ext2 (rw)
/ramdisk on /ramdisk type tmpfs (rw,size=826960k,mode=755)
/UNIONFS on /UNIONFS type aufs (rw,br:/ramdisk:/KNOPPIX:/KNOPPIX2)
/dev/sda2 on /cdrom type vfat (ro,nodev,fmask=0022,dmask=0022,codepage=cp437,ioc harset=iso8859-1)
/dev/cloop on /KNOPPIX type iso9660 (ro)
/dev/cloop2 on /KNOPPIX2 type iso9660 (ro)
/proc/bus/usb on /proc/bus/usb type usbfs (rw,devmode=0666)
/dev/pts on /dev/pts type devpts (rw)
/dev/hdb6 on /media/hdb6 type ext2 (rw,nosuid,nodev)
/media/hdb6/knoppix.img on /KNOPPIX.IMG type ext2 (rw,loop=/dev/loop0)
persistent on /UNIONFS type aufs (rw,br:/KNOPPIX.IMG:/KNOPPIX:/KNOPPIX2)