At one point in their history, the people of Israel ask for a king to reign over them. At first, Yahweh God tries to dissuade them but they insist, so He allows Israel to have her first king, Saul.
Why does God not want His People to have an earthly king? Because He knew that all men are fallible. They easily fall into either the sin of pride, lust for women, lust for power or are simply incompetent to lead others. God wants us to trust in Him and Him alone.
Earthly leaders come and go, but God is everlasting. We often prefer to idolize men instead of worshipping God. Yet God has given us the Pope, His vicar here on earth. The Pope is not a king, but a shepherd. He does not rule over us but guides us along the right path of holiness and goodness. We listen to him concerning moral issues and not on what job to take, how much money to earn or other earthly concerns. Yet his guidance and pronouncements indicate to us the path and the purpose which our lives should take. His leadership exhorts us to build the kingdom of God here on earth together with him and other church leaders.