Except in the UK, the MP that I vote for has powers along with other MP's to propose legislation, to introduce a bill.
In the EU, the right to inititate legislation is reserved for the EU Commission. So the people we vote for have very little power, and the people who really run the show, those with the real power are 'selected'. EU Parliamentarians are like a toothless tiger, which is just the way the commission likes it. Give the illusion of being democratic without actually affording those elected by the voters any real powers.
If you're happy to pretend that is real Democracy, great. I'm not and neither were the UK electorate which is The BRexit party had so many seats before we swiftly left.