First, even though there's nothing nefarious about the Knights, they are more of a "secret" society than I care to discuss. That sort of thing appealed to me as a boy, but I have come to prefer transparency in organizations that I join--especially when tied to my faith. I'm reminded of that child's song "This Little Light of Mine" and its lines "Hide it under a bush? Oh no! I'm going to let it shine!" I understand that the Knights were a Catholic response to the Free Masons, but they can both keep me out of their secrets.
Second, (and I feel a little foolish admitting this) it wasn't until that first meeting that I realized that the "Columbus" that I was supposed to be a "Knight of" was Christopher Columbus. Up until that moment, I had thought of knight titles as referring to a location, and I believed that Columbus was another name for America. I thought that they used Columbus rather than Columbia (or Colombia) so there wouldn't be confusion about which country they are from. I did not, and do not, feel that I could be part of an organization named after a man who (as much of a lynchpin as he was to history) promoted rape, murder, and slavery (seriously, in his own handwriting)--and was the ultimate (if unwitting) source of so much suffering and death across the continents to the indigenous people.
And no. This is not some sort of new "woke" thing that I've hopped on. My frustration with Columbus goes back to my high school days when I first researched him, thinking of him as a great hero only to be greatly disappointed by the reality. In fact, my view of him has actually softened over the years--at least in small part due to Orson Scott Card's novel The Redemption of Christopher Columbus which a friend in Colon had me read.
I get that the order was formed before much of Columbus' true history was revealed to the larger population. In fact, Columbus was a hero to Italian and other Catholic immigrants during a time when they were being discriminated against in the United States. However, I did know better then, and we do know better now. I still believe that Columbus and his role in the history of our world is undeniable; I just don't want to be one of his Knights--especially after knowing what he and some of his original knights did in America.