The reason, I guess, is that if it were not so, the King could position itself next to the centre square and never be captured, even if it couldn't escape that way as the requirement is to place pieces on all 4 sides.
(kaŝi) Se vi volas saluti iun en ties denaska lingvo, provu nian 'vortaron de ludanto', en la ligo "pli pri lingvoj" sub la flagoj. (pauloaguia) (Montri ĉiujn konsilojn)