I'm not talking about the technical rules of legal moves when your king is checked. I'm talking about when there's checkmate and the victor and the loser are set in stone. Why can't I capture the king at that point? I can understand why you can't do so with a resignation because your pieces likely aren't near the king.
On a serious note, I think it's just because the only benefit of that would be to gloat about your victory. The outcome is definitively decided once checkmate happens, so the rest is theatre, rather than game.
My complaint is why 'stalemate' is a thing. If I'm clearly winning and your king can't go anywhere without facing certain death, how the frick is that a draw?!