Indirect democracy is not really a lack of democracy. But I dislike the way it works now as well and would like for EU elections to be more direct. I'd also like to be able to vote for candidates from other member states.
However changes like these are deeply unpopular as they get interpreted as moving more powers to "Brussels" by right wing media.
Right wing media is usually owned by specific billionaires.
Their agenda isn't that of "ordinary people". Those rather get used for the interests of those "strategic investors".
Less power for Brussels means more power for rich people.