It's not because they need to learn how to win or whatever the fuck; they were extremely good (read: lucky) in close situations and when leading after 2 last season. All the important people who were there last year are here this year. Do the Sharks need to learn how to win? Do the Capitals? This happens to every team.
It's not because they are choking; they don't have anything to choke away.
It's not because they're missing Willie Mitchell or Alexei Ponikarovksy... OK, they are, but that doesn't mean it's OK to leave open men in front of the net or shoot the puck 5 feet wide. It's great that they're back but it's not going to matter if everyone else sucks ass.
It's not because Terry Murray is a shitty coach; he was the coach when the Kings won 6 games in a row and he'll be the coach when we win 6 more.
Why are the Kings losing? It's because they're playing like shit. Life isn't a movie and sometimes there's no real reason almost everyone starts playing like dick all at once.* The Kings need to stop doing that and they'll be fine.
*People who have played well: Anze Kopitar, Brad Richardson. Even Rob Scuderi has looked bad.