There are counter examples, too.
The space race first astronaut (cosmonaut) was Yuri Gagarin, and Laika. Stating the space race was lost by Soviet Union is myopic at best. The Soviet Union defaulted due to being unable to compete, the costly Afghan War, and the inefficient system. But nowadays, how relevant are NASA and BMW ?
The liquidators of Chernobyl [1], to name another example. Another feat is winning the Great War. Shenzhen is also one of a kind. Where is the West's Shenzhen? China's equivalent of F-35 (J-10) shot down two Dassault Rafale a couple of days ago.
Far fetched in West? We got corruption, too. We got Boeing, and Trump.
As for train system, Russia's main transportation is via train and it is robust, but slow. That happens when your country is such a vast amount of land, without solid (direct) sea connections.
But in general, it is a myth, albeit a different one. It is part of the myth (façade) of the strongmen.
Chernobyl was a direct consequence of a dictatorship in the first place. A reactor with positive reactivity would never be designed unless ordered from top. And handling the consequences in the first hours Soviet style made things inherently worse.
As for other counter examples I do not claim that democracy is inherently better. Rather that for big projects at least it is not worse than a dictatorship.