There are actually several advantages to monarchy, and disadvantages to democracy, especially representative democracy:
1) Psychology of the whole thing. To a monarch, state is his responsibility, even his possession, and something that he is aiming to leave to his children. What this means is that you may get an incompetent or a mad monarch... but rarely one that will deliberately destroy the country. By contrast, in a democracy, politicians are elected every four years. They are not there for life, and they are not aiming to leave anything for their children... in other words, they are completely free to make as much of a mess as they like without worrying about the consequences. So we end up with this:
2) Psychology of the people in power. As noted, monarchs are
not elected, so who you get is somewhat random. Elected politicians however... need to be elected. And that means that they need to be very good liars, which usually means some mix of sociopathy and perhaps even psychopathy.
3) Nature of the government. Democracy is basically set up to be divisive: different political fractions see each other as the greatest evil and will do
anything to win power. Result of this is that the democracy is
fundamentally genocidal. Entire reason why leftists support mass immigration is to win votes.
4) Mandate of Heaven, in both its Chinese and Byzantine forms, was a
very serious thing. Monarch was supposed to protect and take care of his people... and if he didn't, he
lost his head. Democracy was supposed to emulate this with elections, but all it succeeded in was to make everything seem like a joke or a fun little circus.
5) Kings actually
do learn leadership. That is in fact the entire
raison d'etre for the hereditary monarchy: king rules, and teaches his heir how to rule. Now, this does not always work out... but it still results, on average, in more competent performance than with democratically elected officials.
Issue with socialist dictators is not even in the fact that they are absolutist dictators (well, it certainly is
an issue), but more so in that socialism in and by itself requires dissolution of old social contract in order to work. And that leads to big state, genocide and all the fun shit typical of socialist states. Sure, absolute monarchies can also be nasty - but they at least
don't have an incentive to murder a good portion of their own populace for shit and giggles progress.