Considering that Dark Knights sound basically like vigilante knights that punish corrupt members of the Theocracy, and considering that the Holy See seems to be the center of 'holy' style knights in Ishgard, I could see the Dark Knights having their origins from individuals looking for a power to fight back against said corruption. With the Paladin style power the primary demain of the Theocracy, said individuals find a source of power in one shunned by the Theocracy.

Pure speculation of course.