"Constitutional" monarchies should loose points just on the simple merit of being a theocracy by definition. Yet, they are the most "democratic" on this list. Meh.
Secondly, would you mind expanding on your point? I wasn't aware that a country being governed by a monarch implied a theocracy. Sure, you have countries like the UK where the monarch is both the head of state and the head of the established church but that link doesn't have to exist and the existence of that link doesn't necessarily imply any reduction in religious freedoms.