Careful what you wish for

I wanna run an adventure where a dragon secretly runs a bank, and nobody can tell because it acts exactly like every other banker.

No spoilers, but you should check out the Sword Interval webcomic.
- Sword Interval https://www.webtoons.com/en/supernatural/sword-interval/list?title_no=486
  Thanks for the recommendation!

The king answering with anything other than some variation of "Because I ordered you to" broke my immersion.

Ironically, this king was the one exception that was benevolent and fair. The knight, of course, was a member of MAGA - Make Arcadia Great Again.
One of the reasons I can never stomach Nick Bostrom's Fable of the Dragon Tyrant because it depicts the idea of a stoic king who cares about his people.
(Also, glosses over completely how an ageless soceity would be stacked under feudal-capitalism)
Many powerful people like to make people believe (and possibly believe themselves) that they're just rulers. And it's just plainly more effective when your underlings are well-informed of your intentions (assuming you're not trying to set them up). e.g. imagine if the knight thinks that a dragon is a direct threat to the king and burns down the countryside to hunt it (any means necessary etc.), when in reality it's not a direct threat to the king at all and you were just supposed to keep the countryside safe from dragonfire.
Of course, the entire premise is that it's not obvious to the knight why a dragon must be killed and what are acceptable means to achieve that. e.g. in Faerun's Sword Coast, you'd expect that every knight is well-informed about this.

A+ character concept.

Did kings hoard all the wealth? I thought kings had a monopoly on violence, not necessarily wealth

Under feudalism the king owned everything. He would delegate some rights to lesser nobles so they would hold and manage lands in his stead, but the king owned everything and everyone
You need massive amounts of wealth to gain and maintain a monopoly on violence. So they did both.
- Also if you possess a monopoly on violence wealth is not difficult to obtain
IIRC everything you had was considered to be used by permission of the king. Like, he ostensibly owned everything and was just letting you use it.
- There have been various degrees of absolutely and constitutional monarchies throughout history. One famous example is the limits imposed by the Magna Carta, which only benefited nobles.
  There has often been a distinction between royal property and the personal property of the royal family or members of the royal family.
  For instance, many of the palaces of the British royal family are national property and Parliament has a say in their use and must provide a budget for their upkeep. The total family privately owns a significant percentage of the rented agricultural land in England, and vast amounts of residential rentals in London.
Armies are expensive, and war is REALLY expensive.
The wealth was needed to pay soldiers. You needed soldiers to make sure people did what the king wanted, such as people paying taxes to get wealth. The whole thing with taxes and needing gold as money was basically invented for supporting militia, according to some.

I must have missed the part where the dragon funded infrastructure, hired knights to keep his populace safe, propped up the food stores and economy in times of famine, and negotiated with neighboring kingdoms when needed. Oh and funding research. Forgot how often dragons did that.

And for those asking about benevolent kings:

Aragorn

T'Challa/Black Panther

Mufasa

King Arthur

King Leonidas

King Tirian

Some real life good kings(and a queen)

Emperor Augustus(look up the slave who broke a crystal glass)

Empress Wu Zerian

Cyrus the Great

Mufasa
Lol you cannot be for real
- What? It's a fictional kingdom based on Hamlet. You're not going to split hairs over it being fiction when the second half of the equation is a dragon are you?.
A yes, the benevolent ruler, almost as common as the benevolent slave owner.
Funded infrastructure
Or, returned a small amount of the value extracted in order to facilitate further extraction
Hired knights to
Keep his interests safe
(Hoarded resources and returned a pittance to prop up) food stores and the economy in times of famine
Negotiated with neighboring kingdoms
To further state interests
Funded research
At public expense for private gain
- Still more common than the benevolent dragon though.
Never would have thought to find a shill for royalty in the year 2025
- In regards to King v. Dragon.
Show me this king that personally leads the road building crew
- Well, I said funded so....
- show me a dragon that doesnt burn down villages

https://www.youtube.com/shorts/-d29z8G6U28 And here this exact post is, animated with the original voice acting!