I'm assuming this comment is a joke, but on the slim chance it's not let's just take a moment to consider your statement.
Firstly, technically speaking, we have never lived in the kind of democracy you allude to. The UK is a constitutional monarchy with a (at least on paper, FPTP I'm looking at you!) democratic parliament.
You don't get to vote on law any more than I do. You get to vote for representatives and then desperately hope they'll enact policies you agree with and not turn out to be a bunch of self-serving shysters. True, that last part hasn't gone especially well in the last few decades, but that's absolutely nothing to do with Europe.
So does your statement stem from a misunderstanding of the word "sovereignty"?
Well, the UK did not lose its sovereignty when we joined with Europe and has not lost it following the imbecilic act of self-harm that was the referendum. Our "sovereignty" has not been affected one iota.
Or perhaps you cling to the pernicious idea that we have "taken back control" that was spoon-fed to a desperate populous by egregious players in the whole debacle?
You can only maintain that stance if you can point to actual, real-world instances in which membership of EU made things demonstrably worse.
@brexitbarbie has made some effort here by referencing animal welfare regulations which, if true, is a genuine example of a ruling that we should be grateful to be free of, but the two issues there is firstly they have clung to that single example and attempted to weaponise it as an example of why the entire EU membership was bad, which is as intellectually lazy as it is wrong, and - secondly - only one or two examples, however valid, arguably do little to counter the enormous benefits that membership conferred.
What I suspect, other than the idea you may just be trolling for the lols, is that you have fallen / are falling for the duplicitous rhetoric of Farage, just as many Leave voters did during the referendum campaign, in the erroneous belief that your life will somehow be improved.
But the whole thing is illusory, as it always is. Farage will not make your life better; he doesn't give a fig for you or your life. He is doing it to serve his own selfish interests. You won't get your unicorn because they don't exist, and by the time you realise that the con-man who sold it to you will have already made good his escape.