If I had to make a wild guess, I might guess that 75% of people in the modern world would say they would rather have been a king in 4000BC.

I considered well-off middle-class people in the modern world, which isn't such a big portion of population of the modern world. Of course, for a person in poverty, becoming a king of the savages is probably an improvement. (Very likely, not what you meant.)

I would also guess the number who say they would rather be a king is smaller than the number of people who would actually prefer being a king, because people overestimate how much they would miss modern conveniences, and because saying you'd like to be king is frowned on nowadays.

I agree that these factors are present, but am not sure that they outweigh the factors prompting people to bias their beliefs in the opposite direction (or even that these are the main factors in the direction you indicate).