The game has certain rules stating what moves are legal and what moves are not. All the stuff about squares not existing is just a metaphor to help explain what moves are legal. Unless you're arguing that we've misunderstood the rules and the pawn in that example isn't actually allowed to make a capturing move to the king's square (supposing for the sake of argument that there was a non-royal piece on that square), then any images or terminology you come up with to describe the situation differently is just window-dressing.
The goal of Chess is to capture the enemy king (all the stuff about check and mate is just legal boilerplate). If you let me capture your king, you lose.
If you choose to envision the board in a way that implies that I can't capture your king--while simultaneously agreeing that, by the actual rules, I *can*--then you're just practicing an elaborate self-deception. What matters (as far as victory conditions) is the set of legal moves, not the metaphor that describes them.