From this this MIC-related FAQ:
Sensible Affinities
Under Intel MPSS many of the kernel services and daemons are affinitized to the “Bootstrap Processor” (BSP), which is the last physical core. This is also where the offload daemon runs the services required to support data transfer for offload. It is therefore generally sensible to avoid using this core for user code. (Indeed, as already discussed, the offload system does that automatically by removing the logical CPUs on the last core from the default affinity of offloaded processes).
From this OpenMP on MIC guide:
Offloaded programs inherit an affinity map that hides the last core, which is dedicated to offload system functions. Native programs can use all the cores, making the calculations required for balancing the threads slightly different.
None of these sources is specific to any MIC model, they're about the architecture; so it seems that if you offload to the device and don't use the default affinity, you should indeed avoid the last core.