This is a good illustration of why the role of a monarch cannot in principle be filled by collectivist politics.
When a politician is elected to office he is deputized by some people to do certain things. He doesn't come into ownership of anything. In fact, if a politician becomes acting like he owns the government buildings and other assets, we consider such politician a thief, and indeed he is a thief then.
But a monarch is a property owner. She owns the public space in Denmark. She may execute her ownership rights and evict intruders, for example.
We denied kings their rights and our public square is impoverished as a result.
I believe, Emperor Franz Josef once described his duty as protecting his people from their government. One need to look no farther than to the fate of Central Europe following his murder, to compare and contrast monarchy with unbounded representative government that we now worship.
Excellent point, but I must correct an error. Emperor Franz Josef (1830-1916) was not murdered; he died in bed of old age. His successor, Bl. Emperor Karl (1887-1922), was deposed in 1918 but died of natural causes (albeit prematurely) four years later.
Perhaps you were thinking of Franz Josef's nephew, Archduke Franz Ferdinand, whose assassination in 1914 provoked World War I.
Franz Josef's wife Empress Elisabeth was murdered in 1898; his brother Maximilian was executed in Mexico in 1867. But the old emperor himself remained safe.