I'm just saying, those books are impossible to read cover to cover.

I've read volumes 1-3 cover to cover (I even picked up a cheque along the way).

I wasn't reading for maximal knowledge retention (e.g. I would rarely do any of the exercises, though I would read them all and think about how I would solve them), but now I have a pretty good idea of what is in there and what isn't.

They're not meant to be read cover to cover, the same way you would not read a dictionary cover to cover. Knuth himself even says so in book 1.