Factual error: Col. Trautman should be wearing his rank insignia on the flash (small patch) on his beret. All officers wear their rank on their flash, enlisted men wear the unit crest. (This error was corrected in Rambo II and III.)
Factual error: The military cannot be used to help execute civilian law except during emergencies. Rambo could, I guess, be considered an emergency however, once the national guard was called out, they would have had jurisdiction over the Podunk police department. When Brian Denehy told them to wait for them, and then subsequently to clean up their mess, he would not have been in charge at that point.
Factual error: In the scene in the police station, where Rambo was about to get shaved, he had a flashback of the vietcong guy slicing his chest up. The vietcong guy was noticeably speaking Cantonese instead of Vietnamese.
Factual error: The state police cars have light bars that show blue on the left and red on the right. In real life, the light bars would be red on the left and blue on the right.
Chosen answer: Because it's a knife that someone else is holding and can use against him. It's common for people in dangerous professions to regard their weapons as tools. For example, police officers who commit suicide by handgun rarely use their service weapon, but rather a personal firearm.
Captain Defenestrator
Additionally, I believe it is made clear during that scene that Rambo had previously been tortured at some point, and one of the tools used was a knife. So the combination of being restrained and having someone approach with a knife caused him to basically have extreme PTSD and so he attempts to escape.
oldbaldyone