The two sentences below look almost exactly the same, in both 'they' know a fact (what time the shop closes).
Presumably, then, its just that in the 2nd sentence the verb is followed by a noun and that alone determins that 'conaitre' should be used, (and it's nothing to do with 'they' knowing a fact)?
Ils savent à quelle heure le magasin ferme. They know what time the shop closes.
Ils connaissent l'horaire de fermeture du magasin.
They know the shop closing time.