Kierkegaard's third problem is clearly presented differently than the other two - he focuses far more on giving readings, or rather rereadings, of several different tragic heroes in order to better understand Abraham. His final conclusion: none of these figures are anywhere close to Abraham. Kierkegaard can understand the Merman, he can understand Faust, he can understand Agamemnon - he can understand every tragic hero in history and literature. But he cannot understand Abraham. This is why, firstly, he presents this chapter in a less direct way (in my opinion); he seems to think that by looking at other figures we can better come to understand Abraham, but his final conclusion is that we can't understand Abraham, in any context. Hence, he is silent. Even Abraham's final words to Issac allude him. The Knight of Faith is alone, Kierkegaard cannot understand him, and neither can we.
Why then, did Kierkegaard write this book? It would seem that the reason is thus: even if we cannot understand Abraham, we can admire him and we can learn from him. Even if we may not be able to become Knights of Faith ourselves, we can at least better understand the nature and form that faith takes. In reflecting upon Abraham's story, we can reflect upon our own lives - how we treat faith in it's relation to philosophy, and think of new ways to tackle the problems that the world faces without going beyond faith, but rather alongside faith (although not perhaps, with faith).