They do have a say. They can elect representatives who could change the legal framework and the incentives for the bureaucrats, or even remove the ability of the bureaucrats to regulate certain things. Then these regulations would not get passed and that would be that.
We have a say at a 4th level of derived decision, which is 2 levels more than what people call a democracy. Also, the other political party will do it too.
= We don’t have a say. We voted NO to the new EU treaties in 2008 and the new president decided that electing him meant that we approved the same treaties.
They only let us vote when we agree, anyway.