It's to abolish democracy, as it leads to weaker men, and common people will just fuck it up!
Except they don't approve of most kinds of fascism either, as it's always the charismatic yet otherwise completely broken pricks in control. Apart from them of course.
And communism is off the table because fuck the Ruskies and anything from their culture. It may have been tried by them once by a splinter group, but Spiderman fucked up their glorious plan of using germ warfare on the water supply.
Monarchy is also only cool when it's done by supreme Asgardians, so that's a no-no.
Basically, whatever your political system is, fuck it as theirs is better. They're not entirely sure what it is, and they've never managed to sustain it for more than a week, but that's just the evil Jews getting in the way. Except not the Jews, because they're not Nazis, they're talkign about the stereotypical Jewish traits. That being said, fuck Judaism.
Also tentacle burning blimps. Good for raping and razing!