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I've been playing a few puzzles for a couple of days, and I see that often the final move to chessmate is easy to spot, but earlier moves aren't (to me).
In this case, for instance, why should I expect black to defend the king with the rook, rather than, say, eating it with the queen?
4rk2/1bq2p1Q/3p1bp1/1p1n2N1/4PB2/2Pp3P/1P1N4/4RK1 w - - 0 2
1. Bxd6 Re7 2. Qxf7
The point here is that none of Black's possible responses to 1. Bxd6 prevent 2. Qxf7#. Blocking with the rook or queen leaves it pinned, and blocking with the knight or bishop or capturing with the queen means that the black queen is no longer attacking f7. The puzzle just gives an example second move, with the implication that it doesn't matter which one they pick. (The fact that this example involves a pin makes 2. Qxf7 a little bit less obvious, so that's probably the motivation for that choice.)
I think the more general issue is that a winning strategy for you from a position P assigns each possible position where it is your turn some specific move, such that if you start at P and follow that strategy then you will win no matter what moves your opponent makes. A checkmate type of puzzle essentially asks you to find a winning strategy, which means that your strategy has to work against any possible opponent moves. Theoretically, you would have to analyze the entire tree of possibilities from the given position, since after each move the other player typically has multiple possible moves. It is nevertheless usually the case that only a few lines of play (i.e. paths down the tree) are interesting, because it is hard to find the winning moves along that line, or it is the longest the opponent can hold on before losing, or some combination of those factors. Furthermore, if it is a checkmate-in-k puzzle where k is not too small, there is no hope of being able to list out all the possible lines, so one has to select a few to show.
If you try Lichess puzzles, the website only chooses a single possible opponent response against you, so technically it is not enough if you manage to reach the "you have solved the puzzle" state, because you only showed that you succeeded along one line. To really solve the puzzle, you must convince yourself that you can achieve at least as good an outcome in all possible lines of opponent play.
Similarly, the puzzle solution you quoted here merely showed one line, obviously assuming that you should be able to find the winning strategy in all other lines not shown. Saying that "should I expect black to ..." is simply erroneous, because solving this puzzle requires you to know how to win no matter what black does!
You shouldn't, I don't think. Black has other moves available, such as Be7.
You question may be 'Why did N. N. not list all legal moves by black after the key move in the solution of this puzzle?' Often, but not always, it's because one particular move appears (to N. N., in this case) to be extra difficult, or extra neat, and for that reason deserves to be stated. Or perhaps its because Re7 is the move N.N. expects most players to see for themselves, or so the solution after that might help most readers to find the remaining possibilities for themselves.
Without knowing the exact context is, it's difficult to be specific.
There is no genuine preference for any black response to white's winning move Bxd6. As always when checked there are three classes of move available: moving the king - no such moves; capturing the checking piece - one move Qxd6; and interposing a piece to block the check - four moves, Qe7, Re7, Be7 and Ne7. Tidily, the white response to all five of black's legal moves is Qxf7 mate.
