driver48,
The crackling (or "cellophane feeling") is called benign crepitus. And as your PT stated, almost everyone has some. The exact cause is still unknown, just as we still do not know what causes the sound when we crack our knuckles.
And, as long as you do not have significant discomfort in the knees, you do not need to have them checked. There actually is no correlation between the crepitus and internal knee problems. Some patients have audibly loud crepitus and have no problems at all. While other, have very minimal crepitus, but have significant knee pain. Again, we do not know the exact etiology of the crepitus.
Good luck.