If what you mean by "leaving your king open" is not moving it out of check if your opponent puts your king in check, then yes, that is an illegal move. If your king is in check you mustmove to protect it. If you mean simply that you leave your king in the center of the board without castling or other protection, then it is not an illegal move. It may (and probably will) result in your king coming under attack very quickly, however.
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Steal? No, the king is the only piece you can not have "taken" or "killed" or "stolen" in Chess. If the king is in a position where he can be taken then you are in "check" , you have to then move out of danger (out of "check" ). You are not allowed to stay in check. Your next move after someone puts you in check MUST be to move your king out of check or place another piece in the way.
The point of the game is for your opponent to put your king in a position where any move the king makes (in all 8 directions ) puts your king into a position of "check", then it is called "Checkmate" and you lose.
kill...no...checkmate, yes. Upon checkmate, the losing opponent forfeits the game. HENCE, the symbolism of knocking the king over. He is laying over and conceding.