OOH, fun question!
So merc-naim and knight-naim have the same story up to a point
Na'im is forced into Bijan's mercenary crew and works under him for long enough that's he's mostly resigned to the work
instead of being trained to take over the crew like w/ merc-naim, Bijan foists Na'im off on another crew and that boss passes Na'im off to another crew etc etc. this happens quite a few times until Na'im is pretty far north of Dimarq, stranger in a strange land and all that, and he's doing enough work under nobility that the vibe is way more knightly than mercenary (and it's a good set-up for him to end up An Actual Knight for a Hottie Prince or Similar)

attitude-wise, knight-naim is less... flat and morose. He's still overall a serious man but he'll made a few sidelong jokes here or there. He's resigned to his life sucking ass forever and it's circled around to a weird nhilism "nothing matters" (rad) instead of "nothing matters" (kill me), so he can be more positive than merc-naim. He lets himself be more animated. He's good at Being What The Client Wants so, like w/ merc naim, he doesn't volunteer much info about himself but it's less like pulling teeth to get to know him.