Maybe, but what would you do if you were in Knox’s shoes? He was a major opponent of FDR, but Roosevelt needed the appearance of bipartisanship when it came to defense policy. Someone needed to build the two-ocean Navy, and national security trumps politics at some point.
Even when he was a Republican, Knox wasn’t all that conservative and neither was his running mate Alf Landon. And by the way, I’m no fan of FDR, who made the Depression great again.