I am not convinced by these responses. In the position from the original example the opponent cannot capture my King because the opponent's Knight is riding a horse with broken legs (i.e. a pinned one). Adequately my Queen cannot capture the opponent's King because the horse with broken legs is blocking her way. I can imagine an alternative set of rules in which one of the game scenarios (assuming the next move is black's move) could be:
........ Kxd8
Kd2 (now that's a check! because only at this point the knight becomes active) Ke8 (retreats)
this rules applied to the attacks against kings is more consistent with the attack rules against other pieces as well as it gives more "freedom" the the players (white is only allowed to unpin the knight resulting in threatening blacks king but doesn't have to - it may as well decide the keep it pinned protecting the king from black's queen and choose another move).
I understand that the rules of the game are the way they are and I also understand that extremely smart people decided to make them that way. This makes me suspect there are some hard "scientific" reasons for it (I mean some really odd scenarios that wouldn't make sense or contradict other rules in case a pinned piece was not in power of checking opponent's king). Moves in this game do not happen in parallel but one-by-one so the King on d8 is not immediately checked and whether it will or will not be depends on the next white's move (do they unpin the knight or not)
So to avoid these misunderstandings, they made you just simply not able to do this, OK?