I can't say I've had this issue and I do a LOT of indoor riding over winter. It is definitely more intensive than outdoor riding without all the micro-breaks. Repetitive riding on the same resistance and cadence has probably just found your weakest link, especially if you had wound down your outdoor riding beforehand.
I would check your saddle height and just take it easy for a few sessions while you build up. Your knees will probably get stronger if you allow enough recovery between workouts and don't over do it. That's assuming your saddle position is okay and not aggravating the situation.