I would not say that our system much more consensus-oriented than Austria, Switzerland or Benelux. Obviously the most undemocratic aspect is that it is taboo to speculate about possible coalitions before elections.
I actually that's the part of Finnish politics I like the most. I simply hate the way we have it here in Sweden where bloc politics are really starting to cement themselves in the political discussion. A shame because I prefer to actually vote for a party, not a coalition. And I also think it's bad for parliamentary democracy because the whole point is that parties go to into an election solely on their own platform and ideas and on election day the pieces fall as they may, with coalitions being negotiated afterwards based on the number of votes each party got. Having all that talk about coalitions and possible party constellations influence the voters so that they might not vote with their first choice is just bad for the democratic process in a way.