The original Four Horsemen had 3 humans and a dwarf.The only thing wrong with the four horsemen, in my opinion, is the fact that there is a non-human among them...
Knights have always been a human thing in fantasy. It's weird to see any non humans among any knightly orders, it doesn't fit at all, because all these races have their own versions of it.
I mean, wouldn't it be weird to see a human Brave in the Highmountain Tribe?
Or a goblin as a Cenarion Guardian in silithus?
I get that these might not be entirely the same, but you get the idea..
When I first heard of the new hero class; Death knights, i hoped only humans and blood elves would be able to roll it. Because they were the only races that had any knights to begin with. So they would be the only people that would name a class/rank/soldier a knight in the first place.