The murder of Jamal Khashoggi has led to justified misgivings about Crown Prince Mohammed bin Salman’s declared effort to modernize Saudi society. Critics argue that the killing disproves what Robert Kagan calls “the myth of the modernizing dictator”: the notion that repressive strongmen sometimes pave the way for socioeconomic development, which eventually may also lead to democratization.

Curiously, the most spectacular modernizers since World War II—South Korean, Taiwan and Singapore—have been absent from the debunking....