In the examples given, you can look at several different ways to fix it.
So far, i have not liked any of the models for how hit point systems handled guns. Whether its d20 modern with the regular hit points and MDS or stargate wiuth its regular hit points renamed vitality pts and con damage with saves, the wall-o-hit-pts has not managed to create the sense-o-risk.
In one of our D20 modern runs, we actually realized that, when a guy was swarmed by skeletal hands, we would be better off hosing him down with autofire, cuz he could take the 2d6 while the hands could not. We didn't because we could not bring ourselves to suspend disbelief.
The key is the lack of any effect other than accounting damage from the majority of hits. The wall-o-hit points means most of the time you can take a hit and still get to do stuff just fine, with only exceptionally having something get in your way. This means players and Gms are willing to "trade hit points for results". The knight is willing to trade a chunk of hit points for "crossing the field" based on thinking he will be in good enough shape to get the win once he is there.
IMO, its the design trying to keep fighting to "two conditions: up or down, fine or dead" that is the problem. This makes it a fairly risky prospect to make "any hit dangerous" because you might just kill characters too quikly.
The solution i found was to (among other things) get rid of the "will trade hit points for events" by making it likely that one result from getting shot was, due to shock, not getting to complete your actions. Imagine if the result of that first barrage was not only to eat some hit points off the knight but to also cost him an action, so he is stuck out in the open NOT CLOSING.
What I immediately adopted for my stargate game was a modified damage save system which has tweaked as time went on to be even slightly worse than the initial.
A short summary...
An M16 hit provides a DC 29 save to be made. A P90 SMG or Fn-57 pistol has a DC of 27. These do not assume any feats, crits or special circumstances.
A typical level 6 character has damage save bonus within say +6 to +9, assumes light tactical armor. A lvl 15 character has saves of between +8 to 13.
Save made = -2 unfavorable circumstance modifier for 1 round (being shot is distracting) This applies to all other results as well.
Save failed by 1-4 = lose next half action
save failed by 5-8 = dazed for 1 round (aka lose next whole action)
save failed by 9-12 = stunned for 1 round (-2 ufc lasts as "lingering damage")
save failed by 13-17 = scene kill (half action loss as "lingering damage")
save failed by 17 or more = mission kill (life threatening, dazed as "LD")
Scene kill means out for scene, either unconscious or incapacitated.
mission kill means out for long time.
lingering damage is the condition you remain in after the immediate effects until medically treated and you heal up, taking days or weeks barring "unusual circumstances. Its easily figured as it is whatever damage level is 3 higher on the chart.
Damage save scales slowly, about +1/3 levels for combat guys and +1/5 levels otherwise.
So a lvl 6 character with say a +8 expects from an M16...
roll 17-20 = lose half action
roll 13-16 = lose whole action
roll 9-15 = stunned for 1 round
roll 5-8 - out for scene
roll 4- out for mission.
So, he expects that its 80% likely a hit keeps him stopped, not advancing, hung out for the next shot.
This cuts down a lot on the "will do something expecting risky hit points to pull me thru" stuff like charging the machine gun nest. It makes "getting to cover" vital.
Now, using action points, a character can delay the effects or reroll bad rolls and so forth, so, once in a while, in a dramatic moment, a hero can probably make the rush across the field (but even with these points its not even close to being automatic), but a "typical guy" NPC (without action pts) cannot.
In practice, players respond very strongly to events that will cost their character actions, treat them very seriously, with respect.