All of the best mountain bike knee pads use a sleeve design with the protective padding stitched inside or on top. Many of the fabrics used to make the sleeves are designed to be breathable and stretchy in order to enhance comfort. Another measure to enhance comfort is pre-bent pads. In theory, this is done to help the pad better form to a rider's body, but everyone's knees and legs are different.
Other factors such as straps and zippers could impact comfort and fit. Some riders prefer knee pads with straps, while others may prefer minimalistic pads that rely on silicone grippers to stay over the knee area.
If possible it's best to try on a knee pad before buying to make sure the fit and comfort are okay. Mountain bike knee pads should be snug and secure, and you should also have full freedom of movement without the pad bunching, digging into the back of your knee or slipping out of place when you move.
Another thing that impacts comfort is breathability and ventilation, which will be discussed later.