Cross reference this list[1] with this one[2]. I just don't see any evidence for a claims like "Western democracies with hate speech laws are less democratic".
It's not implemented well enough to detect the fine differences between western countries.
Hate speech laws reduce the range of discourse. They suppress dissent. That's inherently undemocratic.
Relegating that permissiveness to a particular entity allows that subjectivity to be enforced in perverse ways.
Many people feel it is better to tolerate the objectionable and hurtful speech than to allow a 3rd party to use subjective judgment to censor.