That would have required a lot of changes, not just one. The last tsar was incompetent, and his dynasty unpopular for numerous reasons, including racism. (They were mostly ethnically German by that time.) The tsars had created a parliament, which weakened them. Removing the parliament would have made then non-democratic Russia even less democratic.
Under the tsars, a large number of Jews were massacred in pogroms (draws little attention due to the far worse Holocaust) while when the Communists took over, they stopped massacring Jews (instituting a glass ceiling instead) and then Lenin murdered many political opponents while Stalin went on to murder anyone who he thought might have been an opponent. While Stalin killed far more people than the tsar, leaving the tsarists in charge would not have stopped the massacre of Jews.
Furthermore Russia would have opposed Nazi Germany regardless of who Russia’s leader was. It’s pretty difficult to befriend someone who has written racist books about how he wants to kill you all and take over your “living space”. Stalin didn’t try to befriend the Nazis, he merely realized he was too weak to oppose them right from the start, and his delay policy didn’t quite work (he was invaded about a year earlier than he would have liked). Stalin was an incompetent military leader, but he eventually realized this and let the generals (those he hadn’t purged) fight the war for him. The last tsar took personal control of the Russian military for a stretch of World War I and screwed things up even worse than they had already been. I have a hard time believing the tsars would have been more militarily competent than Stalin. (Instead of murdering the generals, the tsars ignored them. I guess that’s better, in that fewer generals were assassinated, but either way you’re putting hundreds of thousands of troops at higher risk.)
I admit I’m biased, and may be tarring the tsars too much due to the incompetence of the last tsar. Since none of the tsar’s heirs survived, we don’t know if his replacement would have been any better. (When the heir died, he was a teenager, whose only impact on history was being “cured” of his hemophilia by Rasputin.)
I think this one is one a better footing. China rightly has a reputation for human rights abuses (see running over its own students with tanks), but Chiang Kai-Shek did not believe in democracy or human rights either. The Nationalists fled and took over Taiwan, creating the sort of ethnic strife you’d expect when you’re invaded and taken over. Finally they instituted democracy and Taiwan has had at least one native ethnic leader. So (much like South Korea) a non-democratic but capitalist leadership eventually resulted in a freer country. This would not have been obvious at the time. The only thing the Communists had that made them worse than their rivals at the time was a non-functioning economic system… which China has quietly abandoned in recent years.
I’m basically picturing China being run the way Taiwan is now, but that might not have happened had the Nationalists won. Furthermore the Nationalists did a much worse job fighting the Japanese in the Sino-Japanese War whose latter part coincided with World War II. Since this civil war occurred at the same time as the Japanese invasion, each side had at least two enemies (I’m a little confused about the Chinese warlords, a group of factions that opposed each other too).