The goal is just to find the most optimal move given the board configuration. In that particular position, white can use its knight to simultaneously attack the black king and queen. Since the king is more important, it must be moved, effectively forcing black to sacrifice their queen. So the goal of that puzzle isn't to checkmate black, but to use a temporary check against black to capture the black queen (at the cost of a white knight -- still a worthwhile exchange, since the queen is much more powerful than a knight).
FWIW, I do not agree is (always) more powerful than a knight, but generally they are (while a queen is more powerful than a rook or bishop which is almost always better, a knight has a unique utility).