So why do you obey the king after all?
There's the history of why -- the alleged divine blood, or the solemn election -- but that's not what's here and now. Royal blood tends to get a lot of mysticism, not to say mystification, wrapped about it. Pomp and circumstance go to a great deal to impress people. Not to mention the clothes you wear
There's a reason why kings built large palaces, sat on thrones and wore rubies all over. There's a whole social need for that, not to oppress the masses, but to impress the masses and make them proud and allow them to feel good about their culture, their government and their ruler so that they are left feeling that a ruler has the right to rule over them, so that they feel good rather than disgusted about being ruled.
which sound profoundly shallow, but it probably does impress people. Especially those people not up to a discussion of the philosophical principles behind the concept of government. Even those who are may benefit because, after all, loyalty is a sentiment as much as a principle, and actually, the principle is less reliable when times are hard than the sentiment.
And it's probably more pleasant all around than the alternative of having the guards knock heads together. Judicious use of pomp and circumstance toward that end is probably wise.