So, given that a large proportion of US citizens come from European stock, is it a matter of personal history taught from father to son, or is it taught in schools?
In "western culture" an over-arching theme is the heroic quest that "good" undertakes to overcome "evil." The "knights" theme is just one genre in which that story is told. In the U.S.A. we pass it to our children with bedtime stories, toys, books, movies, TV shows, games, etc. in which the gallant knight is a common character. And, yes, European history is indeed taught in our schools (though more often at the "post-playmo" age level.)
That same good-versus-evil story (though which side is good, which evil?) runs through other genres as well. "Cowboys and Indians" and "North versus South" (U.S. Civil war) are uniquely "American" themes yet they appear to be of great interest to folks from other places, too. There are many interconnections between these genres. For example, the stories of Cowboys and Knights have many similarities - there was even one old western TV show here in the states called "Have Gun, Will Travel." The main character was a hired gun who only killed bad guys. His name was Paladin (an ancient French knight) and his business card featured a picture of a chess knight. His theme song, in part, went: "'have gun, will travel' reads the card of the man, a knight without armor in a savage land."
In another example of genre interconnections, there is a school of thought that the book "Ivanhoe" by Sir Walter Scott (a tale of knights in the time of the crusades, Richard the Lion-Hearted, and Robin Hood which was published in the early 19th century) was actually a major factor leading to the American Civil War. The book was extremely popular in the American South and may have reinforced the feudal philosophy of slave-holding plantation owners. Mark Twain felt this was so and called this way of thinking the "Scott disease." "Ivanhoe" on its own terms is a spanking good story and I am sure Sir Walter Scott did not set out to cause this kind of trouble - I just think it is a fascinating historical connection.
How about "Star Wars?" Is it science fiction or is it a Knight's Tale? Or maybe a Western?
Here in the states, we also tell our children stories about Aladdin and the Magic Lamp, Ali Baba and the Forty Thieves, 1001 Arabian Nights and countless other tales of the East and elsewhere.
Bottom line is that everybody loves a good story with lots of adventures and exciting details about far off places or times and Playmobil has been clever enough to capitalize on that fact.
Over on Playmoboard I got a lot of very good and enlightening answers.
Also got a bit snarky, though, wouldn't you say?