Because NESN had reported that Carlos Delfino interested the Celtics. With Rajon Rondo, Avery Bradley, Jason Terry, and Courtney Lee as their guards (as well as Paul Pierce and Jeff Green at the small forward position), the Celtics appear to not need the services of Delfino. The Knicks, on the other hand, do.
With Iman Shumpert out injured, the Knicks need depth at shooting guard. Even if Shumpert comes back by January (most optimistic), it will take time for Shumpert to get back into game shape. While J.R. Smith could start at shooting guard, his streakiness makes him better suited coming off the bench.
Coming off the bench, Coach Mike Woodson can play J.R. Smith like a streak shooter. He can ride the hot streaks and sit Smith down if he does not have it. As a starter (and more importantly playing starters minutes), Woodson has to live with Smith's shooting, in good times and in bad.
Carlos Delfino brings two things that every team desires: three-point shooting and defense.
Over his last four seasons, in the NBA, Delfino has shot 37.0% on three-pointers (38.2% in '07-'08, 36.7% in '09-'10, 37.0% in '10-'11, and 36.0% in '11-'12). More specifically, he loves setting up in the corner. That ability to stretch the floor and keep defenders honest will create more space for the Knicks stars to operate.
He has the mindset of a role player as well. Therefore, outside of the occasional pick-and-roll, Delfino will keep the ball moving.
Carlos Delfino brings a physical, pit-bull style of defense.
At shooting guard, his size and strength allow him to stay in front of his man. This style of defense led to Delfino giving up only .84 PPP (points per possession). His risk-taking also allows him to create turnovers. This makes him an ideal role player who can start at shooting guard for the Knicks.
However, put him against quicker players (point guards) or stronger players (small forwards). Then, you either expose a weakness or take away a strength.
Also, his risk-taking puts pressure on his team's interior defense. Without Andrew Bogut, defenders more easily punished the Milwaukee Bucks for Delfino's gambling.
That is why Delfino should only attract interest from teams who need shooting guards and have big men who protect the rim (which should help the Knicks by lowering market demand).
Now, Delfino had a poor second half.
His shooting—and overall play—suffered after the Monta Ellis trade. I would attribute that to playing out of position at small forward. This should not surprise anyone as Delfino is undersized as a small forward and does not have elite quickness to make up for that.
Also, in the Eastern Conference, the depth of the small forward position is far greater than the shooting guard position (LeBron James, Carmelo Anthony, Paul Pierce, (drop) Danny Granger, Andre Iguodala, Luol Deng, vs. Dwyane Wade, (drop) Joe Johnson, (drop) Paul George, (big drop) J.J. Reddick?).
With free agents playing a game of musical chairs, the Knicks should wish that Delfino is the one left standing. He fills their needs. He indirectly improves their bench.
And on a team that already has stars, he knows his role.