Hi There
If the cortisone shots are helping and your OS is happy for you to continue, there isn't any reason why you should stop, although it may be wise to seek advice about when to stop them in regards to when you are having your knee replacement surgery.
Cortisone shots don't work for everybody and some damage can occur if the person administering them pushes the needle in too far or hits a blood vessel or nerve but these are quite rare and it doen't work for everyone and it can cease to be effective for some people after a while.
Iona