Yes, heavy tanks do need support but it's completely unrealistic to state that good play would somehow never put your vehicles in a dangerous situation. As if good players wouldn't ever lose vehicles. Even with a solid combined arms approach and careful play it still happens all the time that your forces run into engagements they can't win, or that you make a mistake or misjudge a situation. Retreating is a core feature of the game and most tanks have a good chance to run away. The KT however, due to its horrendously slow speed and acceleration can not. TDs can just chase it to death with ease. Smoke launchers could significantly help it in disengaging because it breaks LOS.
The game is about risk versus reward, but the risks are too great and the reward is too small when it comes to the general performance of the KT. Smoke launchers or any of the other decent proposals would help put the KT's risk versus reward more in balance.
Not to mention getting a solid combined arms composition is pretty hard when the KT alone takes up over a quarter of the popcap and the only support to hold off Allied TDs the OKW can field are other expensive tanks or Rakettens that are pretty useless late game. The little room left for infantry is usually not enough to kill Rifles or Cons blobs before they can get a snare off.
Your chance to run away is the fact that the KT has a ton of HP and good armor. You shouldn't have to run so far that a few TDs will kill your KT before it reaches safety. If your entire army is somewhere else and you have no way to support your KT than you've lost it. Making mistakes costs you units in this game, that's how it works. By that logic I could argue that since sometimes you make mistakes, the cromwell and t34 should have the same smoke launchers because sometimes you screw up and run into AT and they don't have the health pool or armor of the KT, so mistakes cause you to lose them. Same could be argued for literally every unit in the entire game. I know my example is an exaggeration, but arguing that units should be given defensive abilities just because mistakes happen doesn't really make sense.
Every faction has problems with popcap late game, not just OKW with KTs. I run into max pop with every other faction just the same as with OKW.