I am assuming that it is the skin over the knees that is dry, not degeneration of the knee joints.
Check the skin of the elbow. Usually, the skin of the elbow is much rougher than elsewhere. Now compare the skin of the “dry knees” to the roughness of the elbow skin. If they are of the same roughness, then get a scrubbing pad from the kitchen and scrub the elbow and the “dry knees” to get rid of the rough skin.