Knives and swords are costume accessories that are key to quite a few costumes. They help you give a different quality than you’d otherwise have while in character. How can you be a mean pirate without a saber to rattle in the face of your enemies? Likewise, you can’t be a Roman legionnaire without a roman sword? I mean you can be a Roman legionnaire without a sword, but sounds like a late imperial period soldier, when Rome was loosing against the Norther hoards that would later sack Rome itself. Supposedly though, at the time of the end of the empire, there weren’t any actual Roman citizens in the Roman army-just slaves and mercenaries. So if you don’t have a sword with your Roman costume, your costume would be more accurately described as an ancient slave costume than a Roman legionnaire from the late republican or early imperial ages.
For a pirate or bandit costume, you’re essentially required to carry a prop sword or prop dagger. Many costume sets do come with weapons, but the weapons they come with are insufficient if you’re trying to look like a professional. Or at least trying to look like you did something other than grab the first costume off of the rack that fit your needs. Costumes look best when they have personal touches added to them. Without these flourishes of creativity, a costume is just a garment reproduced by the thousands. You don’t want to look like everyone else, do you?