And it's a gross exaggeration of the point of this post: know your setting(s). While few people, at least in a semi-serious session, would tolerate such a modern (and nonsensical) spin on their fantasy setting, you may have a developed or developing republic. If that's the case, it doesn't make much sense to, later on (and in the same country), have people accept tyrannical oppression as a way of life or express loyalty to or admiration for the divinity of their leaders. Conversely, if the rogue is judged by a magistrate that expresses pride in having been appointed by the king, it's a risky idea to have NPCs (openly) complain about the un-democratic, rights-trampling tactics of the court; chances are, those NPCs don't have any rights to speech, either!
This isn't just about maintaining consistency, but about setting the tone for your setting. What do you want authority to represent? What are peoples' expectations regarding their rights? Is power a corrupting force, or can the common man aspire to it and do great things?
You may think these are dangerous subjects to cover in your game, and if you had your players actively developing the setting with you I'd agree. But until the players start playing, they don't have to know what kind of world they're being dropped into, and chances are they'll take whatever challenges you throw at them - whether it's toppling a military dictatorship or protecting the throne.
Just because they didn't sit up with you all night slaving away over the spiral notebook, designing the world, doesn't mean they still can't shape it. Once their characters are playing in the world they can become a driving force to hijack the setting and take it in the direction that they (and hopefully their characters) want it to go in.
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