Why is the king never captured? Please can anyone tell me? I have been asked this by a chess master who will not work with me until I answer correctly.
Chess is a man-made game, so there is no obligation to adhere to any "natural" reasons. So the answer to your question is: the king cannot be captured because that is the rules of the game. And that rule exists because it makes the game more interesting.
Castling, en passant and stalemate are also chess rules that are often considered "strange" or somehow incontiguous from the basic principles of the game. But these rules all exist to make the game more challenging and fun to play.