Knock Out roses don't require pruning, unless you want to keep them a certain height.
They will bloom just as beautifully if you leave them alone for a couple of years. *** IF, on the other hand, there are dead or damaged canes, cut them out at any time.
When I prune mine, I use hedge shears and just snip away. They never get disease or insects, and the canes grow at a uniform rate so the bush stays symmetrical.
The reason you don't prune in the fall is, pruning stimulates new growth, and you don't want that if cold weather is coming in the next month or so. In the fall, you want the plant to start shutting down, heading towards dormancy, rather than renewed growth.
Hope that helps.