Monaco is impractical for most tax evasion purposes, since most advantages require to be resident. If you're not resident, Monegasque banks will send your financial information to the country where you're resident. Malta, Liechtenstein, or most "classic" European havens are largely the same: within the EEA your residence country will have all the bank information about you.
They sure have advantageous tax rates to promote certain types of residency/investment, but the financial secrecy isn't really there, which is what this index is about.
The website provides extremely extensive breakdowns of the exact index contributors for each country, presumably those will illuminate why the rankings are what they are.
When we speak of finances, these countries are the top of the top and literally where politicians from all over the world hide their money.