In Persia the Shah ruled, who had divine stature. When the game migrated to Persia from India, the king accordingly became an absolute piece, while the Shah was an absolute and divine ruler. In medieval times the king had the right to jump two steps, but only once during the game. This later became the castling move. The stalemate is connected with the king's property as an absolute piece, i.e. its noble nature is such that it cannot be captured. In Chinese Chess it is even more secluded from the ignoble pieces. It cannot move outside its nine square enclosement, just like the Chinese empereor could never move outside his palace.
An interesting book about the introduction of the queen, and other historical aspects, is 'Birth of the Chess Queen' by Marilyn Yalom.