Except that the Shah was an artificial construct created by the British when the Shah's father overthrew the emperor. Pahlavi was only the second, and the last, in that line. (Persepolis has a great section detailing that story, but it's too long to post here)
The Shah was always nothing more than a fake puppet king, and the people knew it. It's not like Saudi Arabia with its ancient monarchy. We forget that Iran is different from its neighbors(and not an Arab country--Arabs are 3% of the population).