Asgore is both the man in the closet, and also something in the dark world, though I don't think it's the knight.
What I think drives this home is Kris refusing to open the door to where he knows the dark world perpetrator is while referencing that it's big enough to fit a large person inside.
But also that Kris has a close to identical reaction to the bathroom door at Noelle's house (where Asgore is) as the door in the church. Where they acknowledge the door exists, but refuse to open it or go inside.
it's also why it's Asgore who appears to stop Susie looking in the guitar in both the normal and weird route.