Eg China has a parliament too but it's just for show. The EU parliament is somewhere in the middle. Norway's parliament is probably the gold standard.
The Council of the European Union as well. Many (but not all) of the government representatives sitting on the Council are elected as MPs in their own countries, but that shouldn't make them a powerful part of the legislature at the EU level.
I wish we had a real bicameral European Parliament instead of this historically grown mess.
My point is that if you call that undemocratic then there is lots of thing probably much closer to home that you should also critisize - like appointed cabinets forming the government - at least in the UK, you elect a local representative - nobody anywhere voted for e.g. Jeremy Hunt to be foreign secretary, so wouldn’t you have to argue that that is undemocratic also?
Being able to vote is the bare minimum for a democracy, not its ultimate realization.
The accountability of elected officials, the procedures, who and when voted for those procedures, the processes used, etc., are more important than merely being able to vote.
In fact the mere decline in participation and lack of voter engagement is also indicative of the disconnect between Brussels and the national EU-voters.
I'm more left-of-center myself, but even the right-of-center Economist put it somewhat well (if mildly):
https://www.economist.com/briefing/2014/05/15/elected-yet-st...
Not proper in that it's wanted, established by popular demand, accountable, has checks and balances, and moves according to the voters will.
https://www.economist.com/briefing/2014/05/15/elected-yet-st...