Reasons: The script.

Maybe they didn't know for sure they would be there

@DavisRanger rocket was there on knowhere in guardians, and in infinity war, thor told the guardians (including rocket) that he took the aether to knowhere, meaning both thor and rocket knew both were in the same place

I guess the writers didn't think of it

The writers thought of it. They have shared their whiteboards of working out the stone timelines like the Avengers do in the film.

Yes, part of it is script reasons. But part of it is about the ease of the heist. The 2013 heist is fairly simple, the only thing that causes them trouble is Thor getting upset/distracted. But it's not particularly dangerous or difficult. A heist on Knowhere is much more dangerous and much trickier.

As well as this, the Orb was only very briefly on Knowhere, and never just free for the taking. They would have to interact with their past selves or cause absolute chaos, it would be a mess. They're trying to be specific and clinical.