Because one should take a knife (or several) everywhere one goes, anyway. Now, using a knife at a gun fight is a good idea or not, may depend on the circumstances. I have been (I believe) reliably informed that at the right distance, and in the right circumstances, a knife can be more useful than a handgun.
It would take a willingness to be up close, personal, and very, very bloody, though. I imagine it would help to have gutted a few deer and pigs beforehand. I’ve only used rubber knives for simulating the former, but field dressing game is mainly just a bit messy.