Knox couldn't believe this, he wouldn't have believed it if he didn't see it with his own eyes. He had a daughter. A daughter that looked exactly like him. This was the child that July wanted, something that she really desired, but he couldn't give.
However, she managed to get pregnant and now the little girl had the same fate as Knox. She couldn't live.
Knox's purpose in this life was to help Chaos gather all of his shattered souls and then disappear from this realm. He had lived long enough, until the beauty of all the things in this world faded in his eyes, there was nothing that could excite him anymore, there was nothing that could make him want to do something, or feel desire for someone, until he met July and everything around him began to have a meaning.
However, that didn't eradicate the fact that she was a human and as a human, she wouldn't live forever. She would die eventually and Knox was ready to die with her.