The amount of political control individuals have in a democracy is much less than people think. I get to vote every few years for a small preselected handful of representatives, none of whom represent me or my views, and that vote is usually meaningless anyways. In my political life none of the parties I have voted for have won an election. So tell me how much control of the government do I have? How much do any of us have? Especially when the government itself often goes against the wishes of their voters anyways. The reason democracy is preferable to a dictatorship is because it prevents the government from doing things which are widely unpopular, like committing acts of genocide and political violence. But that's it really.

Remember, governments have a monopoly in areas of life that impact everybody constantly. Private monopolies do not, in every case you can simply ignore them and not purchase their products, and by doing so you exert more control over them than you do casting a meaningless vote every few years.

The idea of democracy being will of the people is pure fantasy. It's useful to prevent governments from doing really bad things, that's it. It doesn't even matter who you vote for, broadly speaking. Just that you are able to exert that pressure.