For starters: knives of sufficient size are not really "less than lethal." They're still considered lethal weapons.
Though, knives have utility beyond even guns. A local incident here involved a car wreck with fire and a good Samaritan used a knife to cut the seatbelt and drag the driver out before the car went up in flames.
For pepper spray, it's great to have for dangerous, but not yet lethal situations like aggressive dogs. Pepper spray isn't guaranteed to stop an attack, but there's nothing wrong with having multiple options available.