I don't think the issue is that people think this; I can't imagine anybody thinking: "I want an oppressive dictator to control me!"
I think the issue is that people don't realize that the small, incremental changes ultimately lead to the same thing. The "spirit of resistance" is largely gone, at least in the USSA. These days, you're more likely to see a "spirit of dependence" leading to such bizarre sights as the Greece-style protests in Wisconsin by government employees upset that their gravy train can't keep going forever.
A socialist country with a "functioning" democracy is surely not the same thing as having a dictatorship.