I think it would be fair to say that any Democracy past a certain size (and that size is probably not going to be much bigger than a medium sized city) is going to have parts of it that will not be exposed to public scrutiny and operate independently of the public will.
I'm pretty sure the majority of Danes would be against helping the U.S spy on other EU nations. But it was done because the country was not asked. There are of course other things that the government wants to do that they are prevented from by popular sentiment.
Both Autocracy and Democracy are present in any system, their distribution just changes due to circumstances.