Knee pain in both knees, cortisone shot in each didn't help, x-rays showed arthritis, could bursitis be a cause also? need mri, right?

Not necessarily: Unlikely bursitis causing knee pain. What type of arthritis? MRI is to be done depending on what the treating doctor is looking for. In cases of Osteoarthritis, it is due to over-use of the joints and that what causes the pain Injections of steroid might help to reduce the pain temporarily but might not cure the problem

Not MRI: The xrays already show the reason for your pain. You have arthritis in your knees. An MRI is not going to add much info that is likely to be of any additional benefit. It's now time to work with your doctor to treat and minimize the effects of your arthritis. It may mean anti-inflammatory meds, weight loss, physical therapy, or many more modalities out there for treatment. You know why..now act!