They always have a knock sensor... Napa my not carry one or if you got the pimpled faced teenager, he may not be the best source...

Modern EFI runs the spark the closest they can to detonation as possible in order to get the most performance/efficiency out of the motor as possible. Without the knock sensor this is not possible.

Have You checked for an exhaust manifold leak?
How miles are on the jeep?
Does the jeep do it under high RPM load or low RPM load? Does it have an oil pressure gauge? If so what is the reading?
Is he running the correct oil?
Does the jeep have it's normal amount of power?