Just out of curiosity, are there a fair number of democratic countries (outside of the US) deciding to go to war and then lose it ?

On the contrary it looks like democracies have a hard time even deciding to defend themselves, because people will never decide risk a war on their country. And Putin is exploiting just this, IMO.

In the last decades, no. If they enter a war, it is usually because it is forced upon them by an external power.

But many important Western European countries were at least flawed democracies since approximately the last quarter of the 19th century. For example, Italy was a democracy when it launched an abortive attempt to conquer Ethiopia in 1896.