Huh. I'd suggest you head back to the texts, especially the ones dealing with Conan as king. Hour of the Dragon, for example, sets up Conan as a wise and just ruler, as opposed to the greedy and oppressive rule of Valerius and Xaltotun. For example, one passage:
"Again Conan shook his head. 'Let others dream imperial dreams. I but wish to hold what is mine. I have no desire to rule an empire welded together by blood and fire. It's one thing to seize a throne with the aid of its subjects and rule them with their consent. It's another to subjugate a foreign realm and rule it by fear. I don't wish to be another Valerius. No, Trocero, I'll rule all Aquilonia and no more, or I'll rule nothing.'"
Not gonna get into specifics, but again I don't think this interpretation is held up in the originals. One of the ways Howard shows the decadence of civilization is that it controls social relations, often putting women in positions to be exploited and controlled by power structures which only exist in civilized society. Conan is presented as a contrast to this. He is lustful, but there is simultaneously an equality of desires that isn't present in civilization.
The (unpublished, now available in critical editions) version of Phoenix on the Sword has the best brooding scene, and I suggest you check that out. But more generally, Howard's Conan is far from the stupid barbarian stereotype. He's thoughtful and intelligent as well as physically impressive.
Edit: ah, we deserve the text. Here's what I have in mind from Phoenix:
"His mirth fell away from him like a mask, and his face was suddenly old, his eyes worn. The unreasoning melancholy of the Cimmerian fell like a shroud about his soul, paralyzing him with a crushing sense of the futility of human endeavor and the meaninglessness of life. His kingship, his pleasures, his fears, his ambitions, and all earthly things were revealed to him suddenly as dust and broken toys. The borders of life shrivelled and the lines of existence closed in about him, numbing him. Dropping his lion head in his mighty hands, he groaned aloud.
Then lifting his head, as a man looks for escape, his eyes fell on a crystal jar of yellow wine. Quickly he rose and pouring a goblet full, quaffed it at a gulp. Again he filled and emptied the goblet, and again. When he set it down, a fine warmth stole through his veins. Things and happenings assumed new values. The dark Cimmerian hills faded far behind him. Life was good and real and vibrant after all – not the dream of an idiot god. "