I'm going to leave alone the comparison with Rome, as someone else will be better placed to speak to that, but I will address the point around the 20th century.

First of all, it's important to challenge your premise by pointing out that political assassinations of national leaders were incredibly common in the 20th century. There were over 130 heads of state or government assassinated or executed in the 20th century, compared with less than 40 in the 19th Century.

Many of these assassinations were in Africa where assassination was very common, but there is also a staggering number of other countries where their leaders were assassinated or executed: the UK, the US (twice), France, Israel, Italy (twice), India, Iran, Portugal (four times), Romania, Austria, Peru, Japan (twice), Bulgaria, Poland, Greece (multiple times), Spain, Mexico, Serbia, and many more.

Clearly not all of these assassinations were autocratic dictators, but there are some notable examples which do fit that criteria:

• Nicholas II of Russia (shot 1918) certainly qualifies as an autocratic dictator
• Guangxu Emperor of China (poisoned in 1908)
• Zhang Zuolin, military dictator of the Republic of China (killed by a bomb in 1928)
• Mussolini, needs no introduction (shot, 1945)
• Hendrik Verwoerd, President of South Africa (stabbed 1966): this is perhaps a debatable case, given Verwoerd was legally elected under the laws of South Africa at the time; but given those electoral laws disenfrancised the majority of the population and given that he was a far-right white-supremacist and the architect of apartheid he probably comes closest to your description of "psychopathic and sadistic"
• Faisal I of Saudi Arabia (shot 1975)
• The President and Prime Minister of Revolutionary Iran (killed by a single bomb in 1981)
• Nicolae Ceaușescu, President of Romania (firing squad, 1989)

The second part of your question is why the most notable unpleasant dictators (Hitler and Stalin) weren't assassinated. The short answer is that it wasn't for lack of trying.

With Hitler, there were numerous attempts ranging from ill-thought-through-plans to serious attempts. Some notable attempts were: a bomb planted in a beer hall in Munich in 1939 (Hitler left early, but 8 others were killed); a bomb placed on his plane in 1943 (the bomb was placed in the hold of the plane, causing the detonator to ice up); an attempted suicide bombing by a German army officer at a Berlin museum in 1943 (Hitler rushed through the museum before the fuses could explode); the 20 July plot in 1944.

With Stalin, there were also several noted attempts including attempted shootings in 1931 and 1942.