I'd imagine they prefer when things are just trundling them into the stratosphere of wealth rather than being sanctioned and hounded.
They probably also prefer being sanctioned, hounded, and alive to dead and their portfolios remaining healthy. I don't know if the oligarchs as a collective would or could go on a solo run (can a collective go on a solo run), they have the money but do they have the physical force to oust him. But they certainly have the wealth to influence those that might.
Changing the subject a bit. This whole restoration of a greater Russia/Ukraine was never a real country thing. Does that make a lie of the it's expansionist NATO's fault line? Obviously Ukraine as a member of NATO would make the ultimate goal of unifying the 2 more difficult but if that was always the aim then something like this would have always been a possibility.