Is it, really? I mean, beyond Winston's quip, what empirical evidence do you have to support that?
Democracies have been known for only a few brief periods of human existence. They emerged for a few hundred years, in a very limited sense, in one city-state within Greece, 2500 years ago. And then disappeared until just over 200 years ago, with some spread since.
Fewer than half the people on Earth today live in democracies (though it's close: 48%), only 12.5% live in full democracies. Far more live in autocratic regimes than any other of the forms measured by the Democracy Index: 37.6%.
https://en.wikipedia.org/wiki/Democracy_Index
The fastest growing economy in the world is solidly autocratic: China. Despite the claims of the benefits of both democracy and capitalism, many critical advances have come from countries which lacked one or both institutions: Nazi Germany developed jet aircraft and missiles, Communist Russia was the first to orbit satellites and put man in space.
I'm not opposed to democracy. But it seems it's got a few challenges as well.