There is no such thing as diplomatic immunity or royal immunity in Islam. Everyone is accountable to each other, and even if they get away with acting with impunity in this life, they will be answerable to Allah, just like the rest of us. The only being that is beyond questioning is Allah.
In relation to leadership and the wealth attached to it, remember that under Islam, privilege comes with a heavy responsibility.
Hence when we see the super-rich royalty, presidents or prime ministers living off the wealth of the nation, and squandering that wealth on luxury palaces, yachts, cars, horses, golden bathroom fittings, holidays, gambling, women … we should thank Allah that we are not in their shoes. It would be a very painful and lengthy questioning process in the Hereafter on why they breached the trust by spending the money of the people so wastefully, and also why they spent such obscene amounts on themselves when the same amount of money could have been used to feed millions of starving people (including their own subjects), support the Muslim cause, encourage the spread of Islam, provide for refugees and victims of war, spread justice throughout the world, extinguish poverty and also to educate, defend and alleviate the status of Muslims and all of humankind.
Do not envy the super-rich Muslim royalty and leaders, because they will have to account to Allah for every cent they abuse or acquired through corrupted means.
Remember that the poor enter Jannah 500 years before the rich (with one day in the Hereafter reported to be 50,000 earth years) – and this is because of the extra time that the rich will need to answer to Allah what they did with the wealth and power Allah bestowed on them, and a severe torture to follow if they indeed spent their money abusively or acquired it through oppression and corruption.
If you are of moderate means, be thankful that you have less to account to Allah for!
As for such leaders – it is also the failing of the shuyukh and the Muslim scholars and imams if they did not advise their leaders accordingly or do anything to prevent such wrongs. As we draw closer to the end of time, we see more and more shuyukh being dumb and mute in the face of such blatant wrongdoing. Astaghfirullah.
For normal people like you and me, if we can’t stop their wrongdoing with our hands, at least act with our tongues – voice our disapproval and spread awareness of what the duties of a leader and what the rights of his subjects are. If we can’t do this, the least we can do is to condemn their actions in our hearts – and this is our minimum duty in Islam.