I agree it's not something to be taken lightly, but saying that there have been failures in the past is not an argument against trying to fix those failures by systematically identifying them. The modern Marxist movement is focused on finding the failures of the 20th century attempts at Socialism.
Besides that, calling out capitalism for the exploitative system that it is by no means implies I'm supporting any particular societal model, nor that I approve of other's societal model. It only means that I disapprove of capitalism.
And you know, I'm sure that during feudalism there were lords, barons and peasants all saying the exact same thing you are saying right now. You can't simply dismiss every other model that society may be fitted to by pointing out that atrocities were committed in the past. That's painting with a brush that is too thick.
>nice and democratic countries And you're even assuming democracy is something inherently good. There is also the distinction between 'pure' democracy and 'bourgeois' democracy that's worth knowing about, as Engels wrote about.