The EU is a parliamentary democracy. Von Der Leyen was proposed by the democratically elected heads of the member states. She was approved by the democratically elected parliament.
The chancellor in Germany is also not directly elected by majority vote but by parliament.
Its a reasonable criticism that the EU structures make democratic legitimisation very indirect, but that is at least partly a result of the EU being a club of sovereign democracies. The central tension was extremely evident during the Greek debt crisis, you have a change in government in Greece, but due to EU level constraints they can't enact a change in policy. More independent power ininstitutions less dependent on the member state, means the sovereign democratic national governments can't act on their local democratic mandates.