[Mister Negative]

There are also other 'game-canonical' ways of representing this as well.

Instead of 'saving your best parry', you could use Extra Effort in combat while defending against the knight, or retreat against his attack.

IMHO, that's more precisely what you would actually be doing. You wouldn't be making 'half-hearted' parries against the skeletons. You might twist away from their claws (and not actually use a parry), or parry them normally. Then, when the knight attacks, you might hurl yourself backwards or take extraordinary means to defend against him.

Thinking of it another way (maybe cinematically?), why wouldn't it be harder to defend yourself against the reanimated knight when he was accompanied by a mindless horde? As an audience, when we see the big bad supported by lesser minions, we don't think: "Oh no, those minions are going to be trouble now!".

We think that the big bad is going to be even more dangerous than when he is unsupported.

Another way of looking at it is that you ARE saving your best defense for the knight. You aren't retreating or using extra effort against the puny skeletons. Heck, you might even be ignoring them and allowing their bony claws to scrape ineffectually against your sturdy armor!