Until a Kingdom is level 15+ the number of blocks a settlement can contain is limited, and the capital isn't excluded from this, so it's impossible for a single settlement to supply all possible bonuses in a low/mid level Kingdom. Since Kingdom Activities other than Region or Civic Activities generally don't specify exactly where in the Kingdom they take place, while Region and Civic activities generally affect a specific Hex or Settlement, it's probably better for the Kingdom's capital to focus on building structures that provide bonuses to Region and Civic activities (as they provide that bonus everywhere) and other settlements to focus on structures that provide bonuses to non-Region/Civic activities (as those checks are not reliant on location within the Kingdom).