Ancient Israel did not always have a king. Moses led Israel as Yahweh's human spokesperson after the Exodus, for example, but he was not a king. There was also the era of the judges, when there was no king, and yet the Israelites did not practice righteousness during this time (Judges 19:1, 21:25). Mosaic Law anticipates a then-future time when Israel would ask for a king in Deuteronomy 17:14, going on to outline several key obligations of the monarch in particular out of all the Israelites. It does not prohibit or discourage a queen (and Deuteronomy 4:2 alone would additionally contradict a more complementarian stance), nor does it say there would have to be any king at all. Such a thing is not morally necessary or evil.
Deuteronomy 17 would not have regulated monarchy if having a king or queen is itself sinful. Like capital punishment (Exodus 22:18-20, for instance), flogging (Exodus 21:20-21, Deuteronomy 25:1-3), divorce (Exodus 21:9-11, Deuteronomy 21:10-14, 24:1-4), polyamorous marriages (Leviticus 18:18, among other verses), and slavery (Exodus 21:26-27 and Deuteronomy 15:12-14, for example, though this slavery is not what many mean by the word), God would not allow monarchy if it was the institution itself and not immorality on the part of the ruler that makes a particular sovereign illegitimate. As a political system, monarchy is by Biblical standards morally neutral on its own. The Israelites do indeed reach the point, as Deuteronomy foreshadows, of asking the prophet Samuel for what is left to itself the permissible status of having a king.
Despite this, when Samuel confronts the Israelites with the eventual consequences of the monarchy they desperately wanted, he notes that, in their case, they would be rejecting God as their king (1 Samuel 8:4-9). This is their fault which they later recognize aloud before Samuel (12:19-20). When they initially ask for a king, though, Samuel tells them of the tyrannical, invasive things their ruler would practice, such as a sexist military draft targeting men (8:11-12), the potentially arbitrary and selfish confiscation of land for royal attendants (8:14), and a taxation on flocks of 10 percent (8:15), among other things. The prophet tells them that their king would not only do these things, but that the subjects who once clamored for his coronation would cry out to God for relief unanswered (8:18).
Even after hearing these things, the Israelites insist that they still want a king just as Deuteronomy 17:17 says they would one day. Still, despite how wanting or appointing a king/queen is not automatically immoral, they look to their hypothetical future monarch as more of an ultimate leader than Yahweh. There is no sin in merely launching a monarchy. That Deuteronomy 17, well before the accounts of 1 and 2 Samuel, specifies the moral boundaries of a ruler as opposed to condemning monarchy altogether plainly establishes this. Furthermore, if God was opposed to all manifestations of monarchy, he would not have appointed Saul to be the king of Israel even after the people rejected their divine ruler (1 Samuel 9-10).
Yes, God still approved of Saul as the first king of Israel (9:15-17) regardless of the way the people erred and regardless of how Saul comes to egregiously fail Yahweh over and over (such as in 15:1-26). Samuel also cautions the Israelites later on in his farewell address against doing evil, which would sweep away both the people and their king (12:25), whereas doing what is right would benefit the king and his subjects (12:14). He does not say that there is no way for the monarch to avoid sin as long as they are in power or for the people to be righteous under a king--as if the position would ever be the problem. Having no formal human ruler is neutral or good when God is the recognized leader; desiring or setting up a human monarch while simultaneously rejecting or waning in devotion to God would be sinful.
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