My wife is Korean and I've been to Korea many, many times. The only knives I've ever seen there were old rusted up antiques in the outdoor market, letter openers in tourist junk shops, or SAKs in the department stores. And believe me, I've looked! If you do manage to find knives there, let me know where so I can check it out next time I'm there!
As far as I can tell, there is next to no knife culture in Korea. I've gotten way more panicked/ alarmed/ awkward looks for carrying a little SAK there than I have here for anything else, much bigger and "scary" looking. It seems to me that Korea is about where the UK is on the "knife-o-meter", if not worse. The difference being that Korea is actually safe enough where you don't need to worry about SD.
If you want to buy knives, I think it's better to go somewhere with a deep and rich culture and history of violence. (Like the US! Or Japan!) Korea's one of the more "civilized" places in the world- seems to me that they've never had a real compelling reason to develop indigenous weaponry.