No need to loop over the form variable. The value of the form variable should be a comma delimited listed of numbers. So you can just use the "IN" statement of the query to fetch all the values.
The cfif statement below is used in case someone didn't check any boxes, then the query would have errored, so this makes sure it just returns no records.
<cfquery name="getIt" datasource="grabdata">
SELECT event, dateOfCall, orc, typeOne, RepStat, synopsis, pk_id
FROM "tbl_phone"
<cfif len(form.pickThis)>
WHERE pk_id in (#form.pickThis#)
<cfelse>
where 1=2
</cfif>
order by "Date/Time of Phone Call" desc
</cfquery>