Wrong premise. There are lots of monarchies around the world, in all continents. Thailand, UK, Spain, Sweden, are only the first that come to my mind.

USA is definitely not most of the world.

Also, some dictators are the result of failed democracies, some dictators come from places that never had democracy in the first place (Russia, many African countries…) And some dictators have been put in power by democracies (see center and south Amerixa for examples).