I think there is definitely something to with the history of knives - they have been a very important tool from the beginning of time. A knife, even in its crudest form, has allowed mankind to prepare food, make other tools, construct, tear down etc. There is something very powerful with having such a tool in your hand.
Then there is the historical trip - why was a certain knife made in a period it was, what was the technology at that time (bronze age, iron age, space age...).
It might be that a certain maker builds knives of a design you like, maybe it is a style that you like and you collect across the spectrum of makers of that design (eg Bowie knives). There could be any number of things.
I am building up a number (I won't say I'm a 'collector' just yet) of hard use folders that have certain design elements I like - steel type, locking mechanism, opening mechanism - all of which would do the same job, but differ slightly.
For these folders I have the following - Cold Steel Recon 1 tanto, Cold Steel Code 4 spearpoint, SOG X-Ray Vision, Blackhawk CQD.
For fixed I started out with a Camillus Air Force survival knife, I now have several KaBars, SOG SEAL knives and Cold Steel Recon, Gerber Prodigy, TOPS BOB. Generally 5"-7" hard use field knives. I use some of these regularly, one or two I have yet to use.