Well, actually u can do something. If you want the knife on your first respawn you have to click on it before selecting your primary weapon... I know, u usually forget, but i got used to it already and i always remember now, because i always use the knife, usually as the last thing i do before dying.
The same bug happens when u change team, or go to spectator and go back to play. It can be fized the same way.
And the other day I have a weird bug. Whatever weapon I chose i would respawn with the knife selected, and without primary weapon. I only saw that once. Yesterday i think.. but who cares.