The statement made by the OP that:
It is well known that if $K$ is a compact operator on a Hilbert space,
and $T_n$ is a sequence of operators converging strongly to $T$, then
$K T_n$ converges in norm to $K T$.
is being questioned here. Nevertheless I have no qualms with the corresponding statement in which $K T_n$ and $KT$ are replaced by
$T_nK$ and $TK$, so I will read the present question with that modification.
My goal it thus to give a negative answer, namely to prove that if an operator $K$ has this property, then it is
necessarily compact.
$\newcommand{\one}{{\mathbb 1}}$
Lemma. Let $T$ be a bounded operator on a Hilbert space $H$ which is not compact. Then there exists an
infinite dimensional subspace $K\subseteq H$, and a constant $c>0$, such that
$$
\|T\xi \|\geq c\|\xi \|, \quad \forall \xi \in K.
\tag 1
$$
Proof. Let us assume first that $T$ is positive semi-definite.
For each $n\in \mathbb N$, let $\one_n$ be the characteristic function of the interval $[1/n, +\infty )$, and observe that
$$
x\one_n(x) \ {\buildrel {n\to\infty}\over\longrightarrow}\ x,
$$
uniformly on $[0,+\infty )$, so it follows that
$$
T\one_n(T) \to T,
\tag 2
$$
in norm.
Notice that the $\one_n(T)$ form an increasing family of self-adjoint projections and we claim that they cannot
all have finite rank. This is because otherwise $T\one_n(T)$ would also be finite rank, and then $T$ would be compact
by (2).
Choosing any $n$ such that $\one_n(T)$ has infinite rank, let $K$ be the range of $\one_n(T)$, hence an infinite
dimensional subspace. The proof will then be concluded once we show that
$$
\|T\xi \|\geq \frac1n \|\xi \|, \quad \forall \xi \in K.
\tag 3
$$
To prove this
notice that
$$
x\one_n(x) \geq \frac{\one_n(x)}n, \quad \forall x \in [0,+\infty ),
$$
so we have that
$$
nT\one_n(T) \geq \one_n(T).
$$
For all $\xi $ in $K$, a.k.a. the range of $\one_n(T)$, we then have that
$$
\|\xi \|^2 =
\langle \xi , \xi \rangle =
\langle \one_n(T)\xi , \xi \rangle \leq
n\langle T\one_n(T)\xi ,\xi \rangle =
n\langle T\xi ,\xi \rangle \leq
n\|T\xi \|\|\xi \|,
$$
from where (3) follows.
Returning to the general case, in which $T$ is only assumed to be a bounded operator, let
$|T|=(T^*T)^{1/2}$, which is positive semi-definite. Observing that
$$
\|T(\xi)\| = \|\, |T|(\xi) \, \|,\quad \forall \xi \in H,
$$
we see that any pair $(K,c)$ that works for $|T|$, also works for $T$.
QED
Theorem. Let $T$ be an operator on a Hilbert space $H$ such that, whenever $\{S_n\}_n$ is a
sequence of bounded operators, strongly converging to zero, one has that $S_nT\to0$ in norm. Then $T$ is compact.
Proof. Assuming by contradiction that $T$ is not compact, use the Lemma to find an infinite dimensional subspace $K\subseteq H$, and a
constant $c>0$, such that (1) holds.
Setting $L=T(K)$, is is easy to see that $T$ provides a bounded, linear, invertible map
$$
\check T:K\to L,
$$
with bounded inverse and, in particular, that $L$ is a
closed infinite dimensional subspace of $H$.
One may then easily find a sequence of operators $\{S_n\}_n\subseteq B(L)$ which converges to zero
strongly, but not in norm. Extending each $S_n$ to $H$ by setting it to be zero on $L^\perp$, it is clear that the
extended operators $\hat S_n$ also satisfy $\hat S_n\to0$ strongly, but not in norm.
By the assumption on $T$ we have that $\|\hat S_nT\|\to 0$, so
$$
\|S_n\| =
\|S_n\check T\check T^{-1}\| \leq
\|S_n\check T\| \|\check T^{-1}\| = $$$$ =
\|\hat S_nT|_K\| \|\check T^{-1}\| \leq
\|\hat S_nT\| \|\check T^{-1}\| \to 0
$$
contradicting the choice of $S_n$.
QED