There have been plenty of queens at the head of countries so it's not like it's strange to have a queen be the most powerful. She is still royalty like the king. If I had to guess it was that they wanted to do something to make the king and queen different somehow. Maybe because they didn't think a king and queen ought to be equal.
Maybe it's just that someone decided that the royal pieces ought to be the strongest on the board, but then realized that they also have to make one of them special in that if they get taken that's the end of the game. Because the game needs some way to end it and because historically if you capture a king you get to take their kingdom, or something. It would be too hard (impossible maybe?) to win if the king could dance across the board like a queen (lol) so it had to be restricted and made less powerful.