They love milkweed. You can attract them to your yard if you plant some. I've personally raised large colonies of these for research, they're truly remarkable insects for a number of reasons, beauty of both the larvae and adults being chief among them.
One of the more common issues that plague the Monarch is Ophryocystis elektroscirrha, a parasite that can be identified by examining a body-dust sample through a microscope. OE is passed on via spores that are consumed, and if an animal is affected by OE and undergoes metamorphosis, it will emerge with a number of defects that often lead to reduced lifespan or imminent death.
Sadly, in research environments, the only way to deal with OE outbreaks (a sign of poor control) is to euthanize the animals to contain the spread of spores. This is typically done using a freezer, which ostensibly allows the animal a peaceful death by slowing down its metabolism and numbing its senses.
That is amazing, kudos to you! I only asked because I love the photo, but I'm an amateur nature/landscape photographer and have had my own photos "borrowed" and then copyrighted by asshole corps. This was a wonderful write-up, and the photo was perfect, the only thing missing is credit for the pic.