After 2.Nf6+, Black is in check and must either take the knight or move the king. The only legal square the king can move to is f8. But maybe I'm wrong and you see another square where the king can go.
Thanks for responding, breakerofwind. And sorry for my tardy response to you. Perhaps I mis-phrased my question, Why NOT King to f8? In looking back I see now that Qh6#. Better to lose the Queen than the game.