A big problem, today, is the legitimacy of "our" leaders. Yes, we are democracies, yes, we vote (more or less directly) for our leaders. But, does it make them legitimate? I hear some saying that, "yes", other wise, you are against democracy, but let's face it, how often are leaders elected because of who they are, and their ideas? Today, citizens first vote "against" someone, instead of "for" someone. Look at talks with politicians, they keep attacking their opponents, and explaining why they are bad, and why you should not vote for them, but, they barely never gives arguments as to why we should vote for them.
A King? In the old time, Kings were taking their legitimacy from the God, and because of people being deeply believers, that was good enough. But today, things have changed.