From "Basic Writings of Nietzsche", in the aphorism section, Nietzsche writes:
"Mores and their victim.- The origin of mores may be found in two thoughts: "society is worth more than the individual," and "enduring advantage is to be preferred to ephemeral advantage"-from which it follows that the enduring advantage of society must be given precedence, unconditionally, over the advantage of the individual, especially over his momentary well-being but also over his enduring advantage and eve his continued existence. Whether the individual suffers from an institution that is good for the whole, whether it causes him to atrophy or perish-mores must be preserved, sacrifices must be made. But such an attitude originates only in those who are not its victims-for they claim in their behalf that the individual may be worth more than many, also that present enjoyment, the moment in paradise, may have to be valued higher than a pallid continuation of painless or complacent states. The philosophy of the sacrificial animal, however, is always sounded too late; and so we retain mores and morality-which is no more than the feeling for the whole quintessence of mores under which one lives and has been brought up-brought up not as an individual but as a member of a whole, as a digit of a majority.- Thus it happens constantly that an individual brings to bear upon himself, by means of his morality, the tyranny of the majority."
Thus the majority is the tyrant that pulls the individual down. After all, in a democratic society the majority rules. And since the majority rules, can't they overtake the situation and oppress the individual, and keep him continually oppressed since the individual's wants will never overtake the majority's wants (because it's the majorities decision on what is going to happen, the majority will always vote for the power of the majority [the reverse can be said about the individual when put in a situation of power, too])? Funny, since democracy is often associated with an absence a tyrannical oppression. (However, this doesn't necessarily mean that Democracy is worse than letting individuals rule, just presenting ideas).
Also, note how he said that the majority doesn't care about the individual's suffering, since it's not the victim (which can also be said about the individual in the state of power).