You don't need 'the' here because 'knowledge' is an abstract noun: 'Activity is the only road to knowledge.' 'The quest for knowledge.' 'A thirst / hunger for knowledge.' However, 'the' can be used in a particular sense: 'She went out safe in the knowledge that she looked fabulous.' 'She was impatient in the knowledge that time was limited.'

I think the phrase "road to knowledge" is a standard phrase that inserting the article "the" is irrelevant and doesn't need to intensify the word "knowledge" (since we're talking here the "activity" and not the "knowledge"). The same true with "road to success", they function as a noun phrase or the OBJECT of the sentence. hence, they should be in standard form. in your sentence, you have already intensified the noun phrase using the article "the" "THE only (road to knowledge)" :)

You don't need 'the'.