Steel was a very dear item in colonial days. Much so that axes were made of wrought iron and steel shoed for an edge. Hammers were often made the same way. The biggest problem on commenting on what was or wasn't done is that there are so many ways of doing something. Today we have the store bought mass produced mentality against a time when most things were hand made. They made do with what they had and used what they had for the needs. Not every used up file was made into a knife I am sure, but likely one was here and there. Actually they do not make a top quality knife as they are too high in carbon and brittle. They break too easily if used a a pry. A good knife is made with a slightly flexible back and a harder edge.
DP
Acually, a Nicholson file makes a very impressive knife. If properly heat treated, they are no more brittle than other knife steel, they will flex on an equal basis to any other, and hold a great edge. After the initial heat treat, they can be "soft backed" very easily, and be even more flexable. You can heat a Nicholson up to bright red, air cool, and drill with a cobalt bit, although a full anneal is better. A knife is NOT a pry bar, and should never be used as such, but if it were a do it, or die, the Nicholson blade will take tremendous side load pressure if soft backed. According to the Nicholson Company, their files are close to W1 in composition, and they advise heat treating as such. W1 is a fine knife steel.
As far as historically correct, I agree with JD. There are apparent examples of file knives from the 18th c., but I would not believe them to be common. From what I have read, the English patented a file cutting machine, sometime in the late 1750's, if I remember correctly, but how many of those, and when, or if they got over here, I don't know. Many, or most American files were tediously hand cut, one line at a time, and then case hardened. A dull file was re-sharpened, not thrown away. Some were possibly made from blister steel. Mike Ameling would know more than I on this. But to sum it up, don't sell a file blade short. Properly HT'd, they make a great knife. Simmons files are also excellent. HT the same as a Nicholson.