In most democracies in Europe the head of government is chosen by parliament, not by some third party. The current setup is precisely how things were in the Kaiserreich. I did not get to elect most people in the European council, right now the guy representing Germany is someone that does not even speak proper English and was send off to Brussels because he failed as [Minister President](https://en.wikipedia.org/wiki/G%C3%BCnther_Oettinger).
It's like saying that the UK isn't democratic because the house of lords isn't elected, and neither is our head of state (which is even worse, because democratically elected representatives get absolutely no say in that).