In addition to what people have said about the knife plugging the hole (not so strange, it has help from natural clotting and the smaller the gap the faster clotting factors will form a seal) there is an additional issue.
A human consists of layers and layers of tissue. Skin on the outside, layers of muscle and other tissues on the inside. With the knife in those layers are fixed against each other. Pull it out and they will once again start to slide against each other and the damaged tissues will no longer be aligned, making it much harder for a surgeon to figure out how deep the injury is and find all the layers that need to be stitched up.
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