The following solution assumes \(\mathcal{K}\) is finite, since I think
D+F’s intended solution uses this.
By construction, \(\mathcal{K}\) is
the orbit of \(x\) under the
conjugation action by \(G\). The
stabilizer of \(x\) in \(G\) is \(C_G(x)\) so \(|\mathcal{K}|=[G:C_G(x)]\).
Let \(\mathcal{L}_x\) be the orbit
of \(x\) under the conjugation action
by \(H\). The stabilizer of \(x\) in \(H\) is \(C_H(x)\) so \(|\mathcal{L}_x|=[H:C_H(x)]\). Recall that
if \(y = gxg^{-1}\) then \(C_H(y)=gC_H(x)g^{-1}\). Thus \(|\mathcal{L_x}|=|\mathcal{L_y}|\) for all
\(y \in \mathcal{K}\). Thus, the \(k\) conjugacy classes in \(H\) have equal size \([ H : C_H(x)]\).
Since \(H\) is normal, the second
isomorphism theorem tells us that \(HC_G(x)\) is a subgroup of \(G\); moreover, we have \[HC_G(x)/H \cong C_G(x)/(H \cap C_G(x)).\]
We do not need the subgroup structure; we only care about the
indices. Observe that \[[HC_G(x):H][H:H \cap C_G(x)]\] and \[[HC_G(x):C_G(x)][C_G(x):H \cap C_G(x)]\]
are both equal to the same number \([HC_G(x):H
\cap C_G(x)]\). Thus, assuming \(\mathcal{K}\) is finite, the equality \[[HC_G(x):H]=[C_G(x):H \cap C_G(x)]\]
implies \[[HC_G(x):C_G(x)]=[H:H \cap
C_G(x)].\] Since \(C_H(x)=H \cap
C_G(x)\), we have \([HC_G(x):C_G(x)]=[H:C_H(x)]\). Thus \[\begin{align*}
&|\mathcal{K}|\\
=&[G:C_G(x)]\\
=&[G:HC_G(x)][HC_G(x):C_G(x)]\\
=&[G:HC_G(x)]|\mathcal{L}_x|
\end{align*}\] and we conclude that \(k=[G:HC_G(x)]\).
For the particular case of the symmetric group, we are in the
situation of the above with \(H=A_n\)
and \(G=S_n\). Since \(A_n\) has index \(2\) in \(S_n\), we must have \(k\) dividing \(2\).