...generally lies in the fact that there's only one of them. Of course, as the politically jaded know, even a monarch could surround himself with too many bureaucrats and develop all sorts of bad habits that normally only democrats do- like legislating, for instance. Proper government is small indeed, sticking to a very small group of actions; for the domestic side of things a solid justice system is practically all that is needed.
It's largely a question of incentives. In the United States, we get a lot of new law all the time because we pay our politicians disproportionately well for such tripe. In fact, if you had co-written a completely unconstitutional bill that alleged to reform campaign financing, you would be the presumptive Republican nominee right now, despite upseting large portions of your own party. Or, perhaps you could be even more questionable and haul up various baseball players before a commitee so that you could lecture them about using steriods.
And then there is pork and personal favors. Bring home some federal funds and your re-election chances get pretty high. Help a voter in your district out dealing with the bureaucracy you sicced on them in the first place, and you have a vote-for-life, regardless of party affliation. Our politicians have no incentive to govern correctly, but every incentive to grow the influence of government in our lives.
It may be possible to have the appropriate incentives in place for a monarch, though.