With the highest per capita income in the world...I doubt Liechtenstein wants to change much
Also, Prince Alois and Prince Hans-Adam make Obamao look like Joe Stalin on a bad day
Now that you've mentioned him, let's not forget that any dictator has to go a long route gaining influence and placating opponents before he can start jailing and murdering them. Stalin, for example, rose to power through the intra-party democratic process, and very gradually; Hitler was popularly elected outright.
I point that out because often monarchy is mixed up with dictatorships.