Let $H$ be a separable Hilbert space over $\mathbb{C}$, say $\ell_2$ for simplicity. Let $\mathcal{K}(H)$ denote the space of all compact operators on $H$ and $\mathcal{P}(H)$ the set of all finite rank orthogonal projections on $H$ (so $\mathcal{P}(H)\subset\mathcal{K}(H)$). Assume that $(x_n^*)_{n\in\mathbb{N}}$ is a sequence of bounded functionals on $\mathcal{K}(H)$ such that $\lim_{n\to\infty}x_n^*(P)=0$ for every $P\in\mathcal{P}(H)$.
Question: Is it true that $\lim_{n\to\infty}x_n^*(T)=0$ for every $T\in\mathcal{K}(H)$?
Equivalently, is $(x_n^*)_{n\in\mathbb{N}}$ norm bounded? Such a situation holds e.g. in von Neumann algebras (a result due to Darst '67) or C*-algebras of the form $C(K)$ where $K$ is the Stone space of a $\sigma$-complete Boolean algebra (Nikodym '33).
References:
R.B. Darst, On a theorem of Nikodym with applications to weak convergence and von Neumann algebras, Pacific J. Math. 23 (1967), no. 3, 473–477.
O. Nikodym, Sur les familles bornées de fonctions parfaitement additives d’ensemble abstrait, Monatsh. Math. Phys. 40 (1933), no. 1, 418–426.