It was suggested that Pet Shop Boys released it as a single to raise money for charity following the fire, but they never did. Music magazines at the time though (such as Smash Hits) carried adverts to call premium rate phone lines to hear the song, and the money from the phone call would then go to the charity for fire victims.
A cover of "King's Cross" first appeared as an iTunes exclusive bonus track to Thorn's album Out of the Woods. Recorded for inclusion on the main album, Thorn says on her Myspace page that there was not enough room to include it.
Neil Tennant from Pet Shop Boys was also thanked in the sleeve-notes to Out of the Woods as he gave her motivation to record and release a new solo album twenty-five years after her first solo album.