The problem with voting is that people are simply not engaged in politics anymore. I have never voted and never will.
To be impactful you have to be a politician and that's a full-time job which lives off donations. We need more politicans, but we don't have a reward structure to support them so we have too few politicians which means the few are funded by powerful people making even fewer make the decisions.
Just to make myself clear, when I say politicians I mean someone who tries to bring politican change, not someone who works in the government making decisions.
Democracy sounds nice, but it assumes people want to participate in it: actively validate facts, find truthful information not just vote whoever promises more of what you like.
Of course on the other hand you have the european federation: they are able to make unpopular choices, but at a steep cost which ends up hurting the member states and making the general population pretty hateful of the european central government.
Governments are too big to change, but what we have doesn't work and we're probably going to be in a world of hurt as the american type democracy(japan, australia, etc) is being manipulated from all sides, federations are uncompetitive and dictatorships becoming the strongest government there is being able to accelerate faster than anyone else and becoming the defacto world power.