There are two schools of thought here, but I personally subscribe to the notion that thick squishy soles are an anti-pattern. Your foot/calves/leg are an amazing spring, you don't need a layer of foam to shield you from the impact of the ground (and one can argue that at 2-3x body weight during impact, a bit of foam/rubber won't really shield you from anything), on the contrary these thick soles prevent you from feeling the ground and mess up the proprioception, which in turn messes with the spring mechanism of your legs. The fact that your knees hurt are a strong sign that something isn't right. No impact forces should ever end up in the knees, they should be guided up the posterior chain into your glutes. Muscles are great shock absorbers, joints are terrible terrible shock absorbers.

My recommendation would be to try some zero drop shoes for a while.