You need to watch the ep. It's not about rules or strategies or anything.
Zero's all "The king must lead!" and Schiezels like "I agree" and then the kings come up next to each other and Zero's all "Oh crap, by risking my king, I didn't realize I'd be putting my king at risk!" and flees behind a pawn.
It's all to show that Zero runs when it comes to personal direct confrontations. And that Schiezel cheats... and nobody cares.