Earlier quoted context omitted.
As I understand it you're saying "the EU is undemocratic because we don't want to participate in its most direct democratic process". Do I need to point out why that argument is flawed?
No. People see the EU as undemocratic because Parliament is neither the main policy-making body nor the main executive power. It is more of a supervisory body, akin to the role of Congress or the House of Lords. See https://en.wikipedia.org/wiki/European_Parliament#Control_of...
I don't see how one is more democratic than the other.