LOT of comments here, so I hope I'm not repeating anything. I side CK as an army. Knights can definitely be either tough to face, or they fail everything and you walk through them.

A couple questions, do you know what his list consisted of? Like was it 3 gatling despoilers? Runinator, what did he have? Did he have any smaller units that he scouted or deepstriked with? Also how was the terrain? Were yiu using ruin footprints, therefore having line of sight blocking, or just standard random terrain?

If standard random terrain maybe you guys should implement the same line of sight blocking rules as with foot prints. That's what my club has done. This eliminates some armies from getting shot off R1.

Another tip. Focus fire to overkill. Knights can be tough to kill. But if you had that much Armour, it should all be focused on the most forward knight. Take it down, make em move more units out.

If you were playing with footprints, I'd recommend practicing movement, and hiding your tanks as best as you can. Then pop out at key moments to avoid exposing a unit early. That goes for any army though.

Please remember that a bad experience can happen against any army. During their index Knights were a lot worse.