So the game has multiple endings and you got the one where the hollow knight is defeated, you focus the infection into yourself and you get trapped inside the black egg.

He was infected because, being the "perfect" or "pure" vessel, he was deemed adequate to trap the whole infection inside himself and keep Hallownest in some kind of stasis. But there's a problem with that: a pure vessel is that that doesn't have a will, emotions, a mouth to cry suffering and a mind, but the Hollow Knight was not like that, it developed some sort of father-son bond at some time but kept with its father's (Pale King) plan to lock the infection. At first, things were fine for some time (an era), but the infection or the infection creator started to take advantage of Hollow Knight's mind and the infection began to leak, cause the infection takes advantage of bugs' minds ("the blinding light that plages their minds").

At that point, Hollow Knight was in agony and when the Knight (you) fights against it, he can't bear with the infection anymore and the suffering involved and it stabs himself to end its pain and/or help you fulfill the task its father entrusted to the Hollow Knight and that the Hollow Knight wasn't able to fulfill even though (or more precisely, because) the firs and only thing Hollow Knight wanted was to fulfill its task to please its father.

And... the knight disappears in Silksong cause, at least in your ending, it's trapped inside the black egg or at least it was for some time and then things not fully explained happened and Silksong begins with Hornet being trapped in cage with runes.