"Benevolent" dictatorships are the ultimate crapshoot. You wave unlimited unchecked power in front of somebody and there's no telling how they'll act (e.g. Robert Mugabe and Putin both played by the rules of the system for a long time before becoming dictators). Plus, getting there means sending the entire government into disarray, driving away foreign investors, fueling capital flight, tanking your country's stock market, and so on. Some citizens will respond with violence against the state and looting will be rampant. It's easy for the head of the new government to panic and order a bloody crackdown to restore order, but after that initial transgression (and knowledge that the public will invariably despise him afterward) it'd become easier for him or her to go all in and do whatever they want.
Perhaps more damningly, overthrowing democratic government even once sets a precedent that makes it easier for this to happen again and again, because suddenly a government is not an unassailable object but something that can be toppled if you don't like it. What you get is an African-style country that goes through 4 or 5 coups in 30 years. Even if one dictator's fairly benevolent the guy who forcibly replaces him/her might not be.
In the end there's no way to fix a country's government except to put in the hard work of convincing enough people to win elections, and then to win re-elections, and stay in power long enough, and with a large enough coalition on your side, to change things for the better. Some insanely unstable and poor countries (i.e. Afghanistan or Somalia) might do better with dictatorships but a rich Western country absolutely cannot afford that.