It's not, it's literally how the EU was designed. You only have something that looks like a democracy from the outside. But it's not, it never was and never will be. And that is by design.
A few problems with all of that.
First off, democracies agree to be into the EU. They want that. That obviously gives away some of their own power to share choices that are supposed to benefit the whole community, but they can still leave. It's important to also remember that all EU power is soft power.
Then, you talk as if the commission was there by divine right. It's chosen by democratically elected members of governments finding a deal and it must still be approved by the parliament. Less direct democracy, still democracy. Now, if you don't like this definition of democracy... you don't like democracy, you want something else that has basically never happened in history. ALL democracies have different organs that aren't elected directly by the people but by people who are elected and so on. And all democracies have systems that are meant to balance mere proportionality and, in this case, single states' power. What would you suggest otherwise, proportionality on all choices? Would that make it closer to citizens? Would that make it less unbalanced towards some countries?
When there's to many people involved, it's necessary to find a finer compromise and the plurality of views has brought to this system. Again, single nations may be closer to some simpler interests of the citizens (again, there's so much that I enjoy for the direct involvement of the EU) but there's a lot that single states can't do, such as contrasting global superpowers and corporations who want a slice of Europe.
Again, you are vastly exaggerating how far this is from what we commonly call democracy in many ways.
About corruption, I'm glad my pretty corrupt country is balanced in many ways by countries that are either less corrupt or more but with different interests. That still balances corruption often and has defended citizens on fundamental issues many times.
Now, all that makes sense about your point of view, if that's what you meant, is how the economy stays in the hand of the richest countries. Well, again, that's a big part of the EU. It mostly determines how countries who put in more money have more power on where the money goes. Now, is that less democratic than if they just made private investments abroad? Would they still have to make deals with democratically elected governments? Isn't having shared organs still more democratic than that?
Comparison with nation-state democracies may make some aspects look less democratic because they're less direct. For sure. Comparison with some pure ideals of democracy don't help. Comparisons with lacking international cooperation make this look like a great democratic experiment.
...but forget all of this. What the EU does against Apple still undeniably protects me as a citizen in ways that I clearly explained and you haven't mentioned. Again, let's pretend you're right and the EU is an undemocratic mess, it's still very much helping me now against a foreign rich power who wants my money for no reason but its own power to block competitors before they can prove how good they are.