If there is one group of people you expect to set an example and follow the rules, it would be the people issuing them. In New Zealand, the health minister Dr. David Clark was demoted after he broke national lockdown rules in order to take his family to the beach.
When leaders act hypocritically, they undermine their own positions.

Following the rules

A reason leaders behave inconsistently is a phenomenon called &#39;moral licensing.&#39; When people do or say something virtuous, they seem to feel licensed to act in ways that might otherwise call their virtue into question.
Leaders working extremely hard for the common good, might psychologically collect moral credits. This makes them likely to judge their own behavior more kindly than they would do otherwise, even if it may be unethical. They may also convince themselves that others will see their actions in the same light.

Stockpiling virtue

The simplest reason leaders are inconsistent is that they think they can get away with it. Although that may be true in some cases, most people like to see themselves as virtuous. 
Another reason for demanding one thing and doing another is to please different audiences. It may feel like leaders are doing the right thing in two different contexts.

Pleasing different stakeholders

In countries that emphasize the needs of the group over the individual, like Asian and Latin American countries, inconsistent behavior is not immediately associated with hypocrisy.
In collectivistic cultures, people will prioritize the preservation of relationships, even when people have double standards.

Different cultural views

In order to minimise the suffering caused by Covid-19, global leaders are asking everyone to make sacrifices. People around the world are giving up, for a period, many of the things they love doing: visiting friends and family, travelling, shopping, congregating with others.

Pleasing different stakeholders

Similar ideas to Pleasing different stakeholders

Leadership styles

Why? Questioning

Types of people