If you're still talking about North Korea, well the current Supreme Leader was born into it. I suppose he likes the lifestyle, and the ability to order people around and generally do what he pleases. It's better than being an underlying, or a starving person. Plus it's all he knows.
He's demonstrated his willingness to execute people (including his half-brother) to maintain his grip on power. So this isn't a guy who is worried about ethics and morals. He understands the politics of power, and is clearly capable of doing what it takes to hold on to power. These are men not to be trifled with. It's probably kill or be killed at this point. He's smart enough to have recognized that early on, which is why he's still around and his brother isn't.
Sometimes power and prestige, getting your way, winning and being right all the time are the ends in and of themselves. Having worked with many C-level people, I can say that their one common motivation seems to be "winning at any cost". If people are helped along the way, great. If people are hurt, well... tough decisions had to be made.
It definitely takes charisma, and the ability to convince people that you have their best interests in mind. Steve Jobs' reality distortion field comes to mind. The essence of a politician is they always seem to agree with you and be on your side, but you never know what they're really thinking, and don't be surprised if they blindside you at some point.
Evolutionary biologists suggest that there's a reason our species tolerates sociopaths (it's seemingly in our gene pool) -- they have the ability to get things done and build empires, skills that are needed to navigate/survive at the very top of large power structures.