The problem with that line of reasoning is that those countries are categorically different from democracies.
Those countries do not have the interlocking systems of laws, elections, values, that constitute democracy, things like 1) rule of law 2) private property rights 3) protections for minorities 4) independent judiciaries 5) systematic transitions of power through electoral systems with competing parties 6) independent constitutions that require 2/3rds or more majorities to amend, 7) separation of church and state (this includes cult of personalities), I could go on.
Superficially, it seems fair to compare democratic western countries to China, Russia, and Arab monarchies/dictatorships. But you easily slide into a category error. The very fact that they are not democracies means the people in those countries lack concrete tangible mechanisms and systems to ensure their freedom, independence, and safety, in a productive society that also protects minorities. The people are just fundamentally less free than they would be if they were in a democracy.
Your criticisms of western democracies are well founded. The biggest problem in modern democracies is simple greed and regulatory capture (and intensification of capital in a low % of the population but that's connected to greed and regulatory capture). But that's not an argument to adopt a Chinese, Russian, or Arab, system if there is one beyond greed and authoritarian control. That's an argument to fix our democracies (ironically, the idea of fixing a government and society in this way is unique to happening within a democracy, otherwise what are you fighting for? more oppression?).
The grass is always greener when you assume you'll be in the powerful, rich, or successful, portion of society. But you can't assume that. So we have democracy.