Exactly. Keeping my knees together is uncomfortable (not enough padding), but having them offset while I'm on my side causes the top one to slope down toward the mattress twisting both knees and (even worse) lower back. It's a very common problem, and quite a market for specialized knee pillows. I use a simple tube, but the principle's the same: provide some separation and/or elevate the top leg to avoid twisting.
Care to explain? I don't understand how using a tubular pillow would reduce knee strain... Do you keep a pillow under your legs while in bed?