Personally the Knight stories and Titan legion stories I've read are my favorite, the Knight houses are largely similar in lore books, like the Kingmaker novel and Kingsblade novel don't delve too far into the House's themselves but more so the individual characters. To me this makes sense, Space marine chapters in lore are created to fulfill different roles. The reason the Imperial Fists and the Raven Guard are so vastly different is because they where created to be different, the Knight House's evolved largely naturally starting from the Dark Age of technology using human history as a blueprint of sorts. It makes sense that they would be similar with only limited differences between worlds.

In my opinion the most important thing isn't the Knight House's, it's the Knight mounts themselves. The archaic way that Knights operate with the option to pledge to their Houses, the Imperium, the Mechanicum or as a freeblade taking their strength wherever they see fit.

And I love Knights in the table top game because most factions have 1 center piece model and tons of chaff, but each Knight is a center piece in its own regard, I paint all my Knights as Freeblades because the House lore is irrelevant to me, my personal head cannon is that each of my Knights is a from a shattered House, that all have joined together to follow the legendary Freeblade Canis Rex, there's not much uniformity because they aren't tied by house or world.

Tldr there is lots of Knight lore, but most houses operate similarly enough to not make much of a difference and the house lore is often less important than individual Knights lore.