The other thing is, the Parliament is not the only democratic institution, even if it is the only directly elected one. The Council consists of democratically

The other thing is, the Parliament is not the only democratic institution, even if it is the only directly elected one. The Council consists of democratically elected heads of democratic governments, similar to the way each state in the US elects its senators. The Commission consists of Commissioners that are appointed by democratically elected governments. It's one step removed, just like the US presidency is through the electoral college. Every single institution is democratically legitimized one way or another.