Because capitalism requires the protection and preservation of property. This requires an outside party (the government, police force, etc.) to protect the property.

If you can't defend it or feel it is safe then capitalism fails because people hoard instead of spend.

Capitalism isn't a system of governance. There was capitalism going on during feudalism, and every other sort of government and society.

Capitalism was not the dominant form of order, status or distribution of wealth in feudalistic socities. For your well-being it was more important in which status group you were born in than what you abilities were. As a member of nobility you did not work or were productive and lived very good as a rent seeker.