To make sense of the rules, imagine that pieces pinned against the King can move, and the game is lost by the King who is captured first. Then the position that you show would continue 1.Kxf2 Rxf2 2.Qxg7 and and the game would be over before BlackWhite could play ..Rxf1Qxg7. If you like, you can suppose that under some mediaeval system of honor, Kings do not permit themselves to be captured, but instead commit ritual suicide before that can happen.
CORRECTION Very stupidly, I first wrote "2.Qxg7 and the game would be over before Black could play ..Rxf1." @Rosie F pointed this out to me, and I am grateful and ashamed in equal measure. But the idea of "ritual suicide" does explain differently than just quoting FIDE rules.