Is the direction the sensor installed make a difference? I'm NOT sure, but have heard that, if the knock sensor is an accellerameter, direction would make a difference, but arguably it is NOT an accellerameter, or if it is, only in one plane that the rotation direction won't make a difference.
Regardless, baring any kind of index mark or guidance in a manual, install the new in the same relative rotation direction as the originals can't hurt. You're going to have to have the pigtail face the same direction anyway for wire routing, just mark it and do it more accurately, "just in case".