One of the most helpful things for understanding this, at least in my experience, is studying how fundamentally undemocratic liberal democracies are in any practical sense. Public policy doesn’t match public sentiment. Huge numbers of people are disenfranchised, effectively and literally. Political parties hold immense authority over who has a practical chance of holding any given elected office. Plenty of positions are appointed without democratic process. That’s to say nothing about the fact that private interests, which are not democratic, are in control of most of the economy.
Others can speak to the relative democratic nature of the Bad Countries, but I think that it’s helpful to do a closer analysis of whether the ostensibly legitimate democracies even really qualify as democratic in the first place when they don’t produce democratic results, in either legitimacy or practical outcomes.