Knights did eventually get their shining armour, but only after the Crusade era (what with metallurgy improving and making plate mail financially and technologically viable, just in time to counter the abundance of crossbows and rapidly improving firearms). The stereotypical image of a "knight" is actually how they last looked, say, when the Hakkapeliitta (essentially modern cavalry) #rekt the Ironclads in the Thirty Years' War. 19th century and Romanticism just made sure that this was how knights of all times were depicted. Of course this is nothing new - for example, King Arthur/Roland/etc. had been depicted for centuries as always wearing contemporary gear, so it makes kind of a sense that once the knights were no more, the lastest imagery still remained in use.
But, the Reformation era and early nationalism offers also much more political intrigue (besides allowing historically accurate "medieval" gear).
