This could go in the Short Answers to Simple Questions thread, but the reason is that the Hohenzollerns who ruled the Duchy of Prussia from Konigsberg died out when Albert Frederick died without a son in 1618. His daughter Anna had wed John Sigismund in 1594, also a Hohenzollern and Elector of Brandenburg. The duchy thus passed to John Sigismund's family line in Mark Brandenburg. This branch of the family had made an agreement in 1415 under Frederick I with the estates of the principality that they would rule from Berlin. John Sigismund was well established in Mark Brandenburg, and it would have made little sense to move his seat to East Prussia.