Probably because, despite what the pro-Russians on here would have you believe, Ukraine still had and has a democratic government after Yanukovich's overthrow, one which commands the respect of the people, or at least some of them. If I remember correctly the palace was opened after it was seized by the government, so rather than a massive anti-government protest rolling through the place as you might see in the Middle East, there was an orderly group of people come to see an area opened to them peacefully by the government.