Season 3 is not filming, however Steven Soderbergh and writers are writing seasons 3 and 4 - the intention being that the show would cover 2 seasons of different characters, then shot. So there will be at least 2 more seasons of this show in the future. The first two seasons were shot with the intent of being only 2 seasons.
If he kept this going, the show could last many years (although I doubt they'd do it). But seasons 3 and 4 are going to happen.
Considering it also lists Louie, which hasn't been renewed for a sixth season and there's been no indication of it coming back, then I think it's safe to say that The Knick's inclusion on that list is just another blunder.
Apparently, Steven Soderbergh is on board, but is waiting for the green light from Cinemax. I really hope they go ahead with it. It was one of THE best shows, and received lots of critical acclaim. An excerpt from an December 16, 2016 article about a third season of The Knick: "There was some talk that [Steven] Soderbergh, with his once-again busy schedule, would not necessarily be directing the third season of The Knick, but he has since said that it will likely be his last season as director for the series. During a long discussion about his career and the future of TV at NYC?s beloved Nitehawk, which The Playlist attended. Soderbergh said that he wants to do the third season and that he?s just waiting for the project to come together at HBO/Cinemax." http://collider.com/the-knick-season-3-steven-soderbergh/#images