Worth remembering that Russia experienced three revolutions in the beginning of the 20th century: in winter of 1905, turning it into a constitutional monarchy at least de jure; in spring of 1917, turning that into a parliamentary republic; and in autumn of 1917, turning the parts that did not secede into a dictatorship that shortly became embroiled in a civil war. The Bolsheviks later did an impressive job of erasing the memory of the third being essentially a military coup against the second, despite their very name originating in (remarkably petty) name-calling in the parliament.

That's a very bad example, as ordinary Russians lived MUCH better lives under the USSR than they did under the Czars, at least at that time. The Czarist empire was still mostly a feudal state, and most peasants lived with no education and no money, barely scraping by. Standards of living, while still much, much lower than what was achieved in Western Europe, were still much better than what came before.

Now, can we imagine a world where the Czar was replaced with a Western-style democracy, where the Russian population would have ended up much better than they did? It's possible, sure - but there are no guarantees.

Well, who could've anticipated red plague to grip a whole country?