These dictators are so wealthy they can afford the best surgeons money can buy and usually get their surgeries done in some neutral country like the Gulf monarchies or Switzerland. The problem with cloning or a head transplant is that those countries are hostile to the idea (well, maybe not the latter so much) so it's harder to find doctors to carry out the procedure or most importantly, good quality medical facilities which would allow the procedure to be carried out.
Such a program would likely involve at least some local doctors being trained and at least some investment in medical facilities (even if it's only for the elite) to get the base needed for this, which would have many positive benefits even if the country will lose many of those doctors to brain drain sooner or later. So it's arguably a better use of resources than, say, a WMD program or putting concrete bunkers on every street corner or whatever. The cloning program can also be covered up easily too until it's time to reveal it's success, since it can be shown off as the country investing in their healthcare system. Foreign aid and investment might even help cover some of the costs.
