We're talking about nano-machine armor with gravitic manipulation that is directly linked their brain. I'm pretty sure he'd be fine.

A link to the brain doesn't matter if the brain is compromised due to a massive combat knife running through it. If a Forerunner's brain is similar to a human's in composition, then that maneuver would have cost the Didact motor functions (ability to control your movements), a lot of memories, and possibly even some of his speech skills, among numerous other things. Adrenaline may be one hell of an anesthetic, but it doesn't negate complications from injuries. In summary, the Didact should have either died or been rendered brain dead from this encounter. No if, ands, or buts about it.

It's really not that big of a deal.

Actually, it kind of is. The rift between story and fact is enormous here. While Halo is fictional, it has always been grounded in scientific fact. If we abandon that, then we abandon a core principal of the Halo story writing process. Cool factor cannot and should not come before cold hard facts.

Perspective is a very large role here. It really depends on A. Length of knife B. How far the knife went And C. What's the extent of self healing in forerunner armor. I wouldn't be surprised if forerunner armor can reconstruct damaged muscle tissue and organs, but that does still leave us with memory loss, etc.