Knock Outs should be hardy in you zone without protection. You will have to prune off some dead wood whether you protect them or not though. There will be some cane die back due to the dry winter winds but that's normal. Against the house and with those other shrubs in front of them they already have some protection.

Are those the regular single Ko's or Double? Just wondering...

I have some Double Ko's here and they do good with no protection. Some cane dieback but not much...

I have had Knockout roses in my garden for about 6/7 years, they have been hardy here in zone 6a without any winter protection, but last winter was the worst of all, I lost a few of them, and a lot of them had dieback to smaller size-just like the one on the left in the photo, and my double Knockouts have midge issue this growing reason, didn't bloom much, and some them have never bloomed. I am getting a trailer mulch for my roses at the end of Nov. Hoping for a warmer winter.

I also had rabbit damage last winter, I had to cut off roses below the damage, that's another reason roses are short this season, not all due to the weather.