Photos could help.
(Architecturally, Knee Walls are primarily a short wall (commonly in an Attic of a structure with a gable room), used to support the Roof Rafters and block the edge spaces that are too small to utilize. For example:
View attachment 56427
Of course its been a minute since I was studying Architecture, and what I suspect you are talking about is either a partition, or simply the wall below the window you reference(?).)
I always recommend starting bare and taking measurements before treating, then more measurements as you place panels and such to see what happens. Guessing where and how to treat is a poor approach. I get that it is somewhat standardized to put a 2" panel behind the Mains and at the FRPs, but again...
I simply challenge the notion that it is
always beneficial without knowing more about the bare room response and how the Speakers are interacting with the room prior to treatment.
There are cases for treating a single side and not the other, usually involving a Speaker close to a wall when the other side of the system is in a more open space. Based on your brief description, that is not the case, here.
If, in the case of what I suggested above, that the Knee Wall is the section below your Window, It could be as simple as rethinking your curtain. Getting a heavier material that will match (acoustically) the treatment on the other side and extending it full length would be the easiest solution in my mind. Assuming I am envisioning your description correctly.
Either way, if you are going to treat the room, that is absolutely your prerogative and it is not my intention to tell you not to do it. I have simply seen many folk go back and remove their treatments after the fact and say things sound better with less, or that they had poorly placed or used the wrong type of treatments.
Regardless, posting a photo of the space will help myself or others give some advice.
Cheers!