Paladins got piercing added later, and it was made to match their other caps as their impetuous knightly nature demands they are most skilled with the knife.
Shadowknights, however had piercing from day 1, so could use all manner of nasty sacrificial daggers or other ignoble weapons. Like warriors the shadow knight is unable to reach the same levels of skill with daggers as a ‘proper’ fighter’s weapon (and this in turn means they aren’t so proficient with the honourable lance as their paladin contemporaries).
Basically paladin is better with lance for development history as well as thematic reasons. Without a source to show SK got their piercing cap jumped up (or they had a better relative proficiency with daggers than warriors) …Sorry.
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