Because at one point, some of them used to be pronounced. Here’s an example of Middle English from the 14th century (Geoffrey Chaucer’s *The Canterbury Tales*)
Notice that “drought,” “night,” etc. have a GH sound where the modern word doesn’t. “Knight” also has a K sound at the beginning: “k’nEEcht”
By the time spelling was standardized, that sound was gone—but the words had been spelled with a GH for so long, they just sorta kept it anyway.
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