The point about the use of knives in "Tunnel In the Sky" was that they put you in the mindset that you are not a King of all you survey, but rather a target for others. Then since your objective is not to conquer but survive you need a different mindset that carrying firearms will not supply.
The protagist in
Tunnel In The Sky was given one of his two knives by his sister, who was a member of a military unit. In the discussion in which she gifts him the knife she mentions that, although she carries plenty of more powerful weaponry, she also carries the knife. At the end of the book, after the survival ordeal is over, the protagonist is last seen as head of a group going to colonise a primitive planet; although he has guns,
his two knives still are part of his equipment.
I'll again mention
Glory Road. The protagonist of that book, Oscar Gordon, carries a sword out of necessity, not by choice, but praises the effectiveness of this ancient weapon from the first, and at the end of the book when it is time to adventure again, straps the sword to his side.
So what does this mean in terms of Robert Heinlein? That, if told of a situation into which he must participate, and allowed his choice of weapons, would probably take as much firepower as he could get away with, and if a sword was one of the options available, would strap that on, as well.
I won't set myself up as a Heinlein guru that must be deferred to; these are just my opinions after having read many of the man's works. In the end I think Heinlein would be very similar to George Lucas'
Obi Wan Kenobi, who although appreciative of the value of other weapons, felt that the sword (light saber) was an elegant weapon for a more elegant time.