From people who say the Democrats aren't, I get the vibe they usually mean something along the lines of supporting a European-style welfare state, because apparently European politics and economics is now the golden standard to which all political parties around the world must be held against.
A comparison to Latin America, most of Asia, Africa, Australia and Canada would also place the Democrats as a non-left wing party. Its fair to say its not a left wing party by world standards, the question is if that's relevant, since left wing is a relative position and they are structurally the main centre-left party in the US party system.
Applying a more relevant context than "the world": If you compare the Democrats to NDP and Australian Labor, which would be the two most obvious parties to compare them with, they are to the right of both of them.