In the small hours of last night, I remembered my a-ha moment when I recalled the story about a parachutist that has the mantra "don't collide with the tree". This is an example of the power of negative self-talk. The parachutist hits the tree because the parachutist is thinking about the tree to the exclusion of all else.
So thinking about not injuring the knee, do we invariably damage the knee?
The problem with talking about protecting the knee and moving the foot is we don't know our own limitations.
With your attention in your foot movement, you are more likely to over-rotate, believing in your incredible powers of flexibility, and cause problems in your knee.
My teaching style has adapted over time to this thought, and I now say move the weight across to the other leg and sink your weight down in that leg, feeling into the ground. Now feel into the weightlessness of the empty leg and turn in the hip joint. This feels much more directed to the source of our movement.
To look at this from another direction. Try this out. Sit on a bench or stool that allows you to sit comfortably with your legs dangling. Relax your legs and swing your feet in circles. You can see there is a lot of play in the knee.
Going back to the class instructions, if you are asked to move your foot and be aware of your knee, your attention is on the foot's movement. The last place you are focusing on is the movement in your hip.
So next time, whatever class you take, whatever instructions you are following, think about what joint in your body is doing the moving, and focus on that joint. The results will be amazing, and you will sleep well at night.