“But as to the Son, He says to Him, Your throne, O God, is forever and ever (to the ages of the ages), and the scepter of Your kingdom is a scepter of absolute righteousness (of justice and straightforwardness).”
How did He feel when Israel asked for a king? It's like a spouse asking for a different spouse. We have to give honor to God, to praise Him correctly. Understand we serve one God. He is King.