Well, he was just being polite.

In any event, looking at the context and situation prior to the end of the Tsar, Nicholas II was a weak, naïve, and ill prepared for the role he inherited. At the feasts for his coronation, a panic broke out and many people were trampled to death. Nicholas went on with the coronation festivities. The word swept around the country – "Papa Tsar" – did not protect and did not care about his children. The stage was set for the convulsions of the twentieth century.
Centuries of autocratic rule exacted a heavy toll on the Russian people. All government power was vested in the Tsar. Unlike other European countries, there were few stable institutions of government in Russia that functioned regardless of whom was in power. In response to political anger and instability, many Tsars initiated reforms, but could and did change their minds and reverse the reforms. The Russian people were uncommonly patient with their lack of personal liberty and with the dramatic gap between the elite and the peasant masses, but the increasingly liberal philosophy and international trends in the eighteenth and nineteenth century gave them a realization of their unusual oppression and gradually turned the Russian people toward active (but underground) resistance against the policies of their leaders.
Anarchy became a real fear of the Tsars, and they responded with more oppressive measures. The situation came to a head in the cataclysm of World War I. The revolution finally burst upon the country, and the Tsar as well as the whole government was swept away. The succeeding Bolshevik government was the most radical of the European movements. The Communist government, ironically, had key tendencies in common with the government they overthrew; and although they had the power and the will to restore order, they were both authoritative and imperialistic. Also in common with the Tsars, the Soviet system tended to rely on personal power without establishing permanent institutions for efficient operation of the state, and moreover they gradually destroyed the economy by focusing too many resources on military might. By the end of the twentieth century, the Soviet system collapsed.
So which was better? The Tsars or Lenin and his pals? My answer: Neither, but then again Russia is unlike any other country on earth. They are not fully European nor are they Asian; they are unique unto themselves.