It's a bit odd to compare a device that reads radio data to a "knife used to stab people".

If it could send broadcast data, or could be used as an active jammer, then that might be closer.

I don't know about the US, but German law has classes of knives you can only legally carry for purposes compatible with society. I am allowed to carry a leatherman for electrical work or to peel an apple, carrying that same knife for self defense or to play with it in front of the train station is illegal. You don't have to do anything, just carrying it in a suspicious context can be enough to have it confiscated.

Did the researcher actually stab someone with his RTL-SDR? I thought the arrest claimed just the ownership of the bread knife was enough reason for suspicion.

No. Criminal law does not work by comparison. An SDR is not a knife.

It is in the UK and probably many other countries.