Leaving aside the question whether the US is a "functioning democracy"...
In a "functioning democracy", "they" is in fact very often not "us", by definition in fact, since every vote has winners and losers.
Plenty of stuff that I disagree with is electorally popular: unlimited police powers, extremely severe punishments for crimes, military intervention in foreign affairs, censoring of offensive speech, criminalization of victimless acts like drug use, cutting taxes, lack of restriction on CO2 emissions, and so on. I certainly don't define myself as part of any "we" that supports, or is implementing, any of that.
"The will of the whole Nation is expressed in the State" is an authoritarian idea, not a liberal democratic one.