The problem is that we just have the trappings of democracy. When we "change" by electing a new government, we are merely exchanging or, at best, substituting one kind of politician for another.
In effect, we are just empowering another set of politicians with a supposedly different political philosophy on the outside, but really they're not different inside.
What it simply means is that they have a different agenda and a different method of rewarding their supporters with taxpayers' money or spending people's money in the guise of public service.
The bottom line is that they might belong to the different parties but they are politician first.