Practically speaking, there is no differences in the freedom Canadian and European citizens have regarding expression compared to Americans even though EFFECTIVELY certain types of speech are restricted (e.g. holocaust denial)
That is because the list of restricted speech is incredibly miniscule, and there are strong protections in place otherwise that prevent a "slippery slope" situation from occurring. ("First you ban me from freely speaking about the holocaust not happening, next you ban me from criticizing the president!")
Practically, non-US democracies have demonstrated a stronger commitment freedom of assembly and freedom of the press than the US has over the last 4 years.
The only difference is that in the US these protections are guaranteed by an effectively "sacred document" that supercedes all laws (The constitution)
But it is more and more clear that that is a bug not a feature of the system, and is causing legitimate harm as your supreme court is getting stacked with "textualist originalists" who think that the wisdom of slave-owning cotton farmers applies unquestionably to 21st century technology and societal concerns.
And this is before we even get into the question of what it means for something to be "democratic", which is to say there is a "Democratic electoral process", which we're about to find out just how much the US process has been degraded as seemingly HUNDREDS OF THOUSANDS of people's votes will either be not counted, or will be denied the opportunity to vote. What is happening in the US would be impossible in any other Western Democracy.