...You realize that a lot of Western countries, like the UK, Canada, New Zealand, etc are monarchies, right?

Thailand largely functions either as a parliamentary system or military junta, depending on the year.

There's a pretty substantial difference between an absolute monarchy and a constitutional one (which Thailand is). Just ask the Dutch how they feel about it, for example.

Monarchies are not necessarily bad, and the kind of shallow, absolutist thinking displayed here contributes nothing to the discussion.

There are more unbelievable things taking place on Earth.

Consider that people instinctively believe that the top of the government -- or at least the head of their tribe -- is more or less blameless. ("The good Tsar" and all that.) With a king or queen with limited powers, that halo lands somewhere where it can't do much harm; the head of state has limited powers, and the head of government (Prime Minister, Chancellor, etc.) can be justly evaluated, and despised if necessary. But if you have a president, dictator, unconstitutional monarch, or the like, the halo attaches to them, and it can do a lot of damage; have you tried talking with a devout Republican about Guantanamo Bay lately?