No, the same way it isn't more democratic if all branches of government all tie the same party line.

Modern democracy is based on the separation of powers and, in the vast majority of countries, a constitution or charter(s) that can't be overturned by a simple majority vote. For example, a party can't suspend Habeas Corpus on a whim, even if said party won the presidency, the Congress and the Senate.

But just ask the Supreme Court who carved an exception for the FED and not other government agencies...

I wouldn't necessarily say that the U.S. federal administration is in a super healthy state right now. The Swedish administration model has its roots in the seventeenth century and is thus older than the Swedish democracy. It has generally worked well, Swedish authorities are trusted in a high degree in general and the authorities can work independently and professionally without too much direct meddling from the government.

Hows that working out for the US?

It is widely viewed as obviously corrupt, including in the U.S. What other 'civilized' countries do it?