Would you trust a company that is run as a democracy? If apple held votes by the public on how they should manage their money, how they should build the next generation of phones, how they should pay their employers. Could a company like this survive?
Why should the plumber, vet, painter or factory worker decide the laws of trade, taxation or tariffs? Are they capable of understanding the complexity of trade?
The pro-democratic crowd is based on emotion, they need a large social status quo that is "democracy is one of the most wonderful things ever" repeated again and again without any argument behind it at all.
The reality with democracy is that the countries laws will hit a medium of the countries average intelligence when the public are allowed the vote. And the average person is not intelligent or even well informed enough to understand and create laws to best govern the people.
People naturally vote for their government of choice to have more power, leading to a power creep over the centuries in which these democratic governments have far more control over society and your life then any monarchist government had in the past.
The only up-sides the democracy is that it (in theory) stops run-away power in the elite. However this is easily countered by constitutions and the ability for a country to veto a leader. Democracies turn the political landscape from who can control the most industry holds the most power, to who can control the most media and politicians hold the most power.
On first thought it might be ironic that you are more free under a monarchy, but when you look at how power snowballs, and minds controlled under a democracy. Then you understand that all you did was replace one tyrant for another. And at least in monarchy the person at the top has been educated for that role, and has their power restricted. The elite that run the country are there via meritism.