This is a very weird bug. If you start the server in Casual/Competitive mode, and then switch to Deathmatch, the player wouldn't have a knife.

First you need to start the server up in Casual, I used these launch options

 .\srcds -game csgo -secure +game_type 0 +game_mode 0 +mapgroup mg_active +map de_dust2 +servercfgfile server.cfg +sv_cheats 0 +log on -console

When the server starts, change to Deathmatch with the following command

game_type 1; game_mode 2; sv_game_mode_flags 32; changelevel de_dust2

On the Deathmatch game, the player won't have a knife (notice how there is no knife in the HUD).

For reference, this does not happen when the weapons skin plugin is disabled.

As a mitigation, you can start the server in Deathmatch mode and then immediately switch back to Casual. When the server switches to Deathmatch again the player should have a knife. I've also noticed this bug happening when the server switches from Casual to another "Gun Game" game type like Arms Race on my own server, tho I cannot replicate it on my local environment.