So first off loving that I'm persuading you guys to get new gear
you guys will be happy with the purchases I promise, pinky swear.
As for knee sleeves being bad for you it's not true at all, knee sleeves are used to warm up the fluid in your joints as it makes it expand slightly and for all the joints to glide better and warm lubricant is better then cold (ever had ky jelly put on during a winter camping trip and you'll know that for goddamn sure lol)
Knee WRAPS in the other hand have caused some issues for people, if your petella has any issues being stable or more then usual play then you'd have to be extra careful with wrapping. A lot of people when wrapping end up pushing the petella up and to the outside with the pressure of how they wrap and that causes it to be out of line and make contact with a portion of the femur bone that it's not suppose to touch and the result is petella sheer or petella grinding which leads to clicking knees when not using so then they wrap tighter and it's a vicious cycle.
Get knee sleeves they are amazing, also just want everyone to have gear so we can talk about gear