It's to teach you to relax your leg. By gripping with your knees you are stiffening your leg from the hip to your toes. If you are gripping because of concern of coming off, it doesn't help and it tells the horse your are nervous. This can cause behavioural changes in the horse. If you have problems with keeping your heels down, and you can't with grippy knees, think Toes Up, instead of Heels Down. Mind games but it seems to work.
Yeah, she said it's to get me to keep my weight in my heel and my knee off of my saddle. When I do it right, I really feel it and I'm sure it helps, I just hate it haha.
Thanks Hidalgo! I'm proud of myself, I've worked really hard! :)