While the guess about "nothing will protect you in the Haunted Mansion" is probably a better answer than even the true answer, the true answer is guessed by the person I just quoted. The man who helped designed the Haunted Mansion was a man who left his signature eveywhere; His signature being chess pieces. However, after knowing what the Haunted Mansion was all about, the man decided to leave a certain piece off the roof. That being the Knight. This was because it is always "night" at the Haunted Mansion.