That's a good observation. Though through Rey's flash back of the Knights of Ren murdered a lot of Jedi. Luke probably needed to clear his mind a bit.
I assume that the Knights of Ren had more sensitives amongst them other then Kylo.
The more I think about it (and watch those irritating embedded gifs) I'm not sure that's the case. In the flashback we're supposed to think it's the Knights of Ren killing the Jedi, but watching it again I don't think that's what's happening.
There's Rey on the ground in the rain. She's about to be clubbed by some indistinct humanoid. Suddenly Kylo stabs the humanoid through the torso. If this was the past, was Rey actually there? If so, why would someone be trying to kill her? Why would Kylo save her? If that's a Knight that's stabbed, who is she to him that he would kill one of his own to save her? Why would the other Knights still follow him? If she wasn't there, who's location is she inhabiting in the vision (and the other questions remain under new circumstances).
There's Rey backing away from Kylo and the Knights. None of the other Knights have lightsabers. Does that mean that none of them have force powers? Are they just a bunch of toadies? If this is the past and Rey was there, why does Kylo let Rey go? If Rey wasn't there, was it some sort of shared-vision (hence why Kylo looks at her and is obsessed with her the rest of the movie? He has to know who this woman was in his vision? There's no real indication of that.)?
A couple of alternate theories:
1. It was the past, Rey wasn't there, but it was not the murder of the Jedi. I saw a viewer theory that said it may have been a slaughter on Endor or some other planet. Basically, Kylo had Vader's mask. He had to get it from somewhere. It would make sense for him and his Vader cult to make a pilgrimage to Endor, or wherever it ended up, to get it. They likely would have killed anyone that got in their way. There are some major problems with this theory, like what would a non-Ewok humanoid be doing on Endor and where is all the foliage.
2. It wasn't the past, it was a possible future. According to Slashfilm, who claims to have a copy of the screenplay, the scene in question was set very generically and there's nothing explicitly tying it to the Jedi slaughter. On the other hand, the same alleged screenplay says that the scene with Luke's hand is immediately after the Jedi slaughter, with the Jedi temple burning in the background. That makes me ask: if the Jedi were killed during such a torrential downpour how could the temple be on fire?
Another baseless bit of fan speculation: there's either a typo or a spoiler in the opening crawl. Second paragraph, second sentence, discussing Leia: "She is desperate to find her brother Luke and gain his help in restoring peace and justice to the galaxy." We know that Luke and Leia are the twin children of Anakin Skywalker. They are the only children of Anakin Skywalker. But for that second statement to be true the crawl would need to read: "She is desperate to find her brother, Luke, and gain..." If Leia has one brother then naming him after mentioning him would be a grammatical aside and need to be offset from the remainder of the sentence. A statement like "...her brother Luke..." without commas is only correct if she has more than one brother and naming which one is compounding the fact that you mentioned a brother. Do I think there's a secret Anakin child running around? No. I'd put 99.9% on it being a grammar error. But, if it's not, that would be kind of a cool Easter egg/mini-spoiler to put in.