Wasn't HIStory basically his big weird "look at me I'm still relevant" ego-stroke when he had first fallen out of musical relevance? Which was sort of the point where people generally realized he was well beyond any hope of regaining his sanity.
I'm glad I'm not the only one who was creeped out by this period of his career. I could never decide if he really wanted to be a totalitarian dictator or was just using that imagery because the only ones left in the world who didn't consider him a washed up weirdo were people who had until that point lived their lives under the boot heel of just such a dictator.