Exactly this. Find me a monarchist who isn’t socially conservative. Having a person in charge who claims to have all the answers and can fix all your problems (and also may or may not have direct approval from your deity du jour) must be incredibly comforting for a large portion of the population.
Belief that heirarchy is a natural and just way to organize humans is one of the central cores of conservatism.
Why would they be against a monarchy forming?
Exactly this. Find me a monarchist who isn’t socially conservative. Having a person in charge who claims to have all the answers and can fix all your problems (and also may or may not have direct approval from your deity du jour) must be incredibly comforting for a large portion of the population.