Not a dumb question, and you're not missing anything--there wasn't one. The successive ruling dynasties all had their ancestral territories, but it was essential to the loose government structure of the Holy Roman Empire that there not be a single capital. Henry III is a great case--his homeland was the Rhineland (Worms, Speyer), he was crowned King of the Germans at Aachen and emperor at Rome, he sent Henry IV to Augsburg for fostering/education, was a patron of monasteries in Speyer, Saxony, and Thuringia, centered some of his religious activities in Constance, and spent a substantial portion of his reign at war on the frontier with the Hungarians.

The mobility was baked into the HRE ethos and importance of the landed princes--even the Reichstag was peripatetic into the sixteenth century (though as attendance got larger and larger, the number of cities that could host it shrank until Regensburg was basically "fine, we'll adapt permanently).