In my understanding, there is not a big difference between Assad in Syria and Al Khalifa in Bahrain, in regard to how they rule over their people.
They both oppress their people, detain opposition, shoot demonstrators, etc. Why do the US, Turkey, UK and other western countries insist on overthrowing Assad but are good friends with Al Khalifah? Why do the Syrians "deserve" democracy but the Bahrainis do not?
In general, superpowers do not topple dictators just because of their stance on human rights. While not sharing the same values regarding democracy and civil rights can sometimes negatively impact diplomatic relations, that alone is very rarely a reason for war. Governments care primarily about the well-being of themselves and their own people. They do not get involved into internal affairs of other states except when it serves their own interests. So people like Al Khalifa in Bahrain get largely left alone as long as they only oppress their own people and don't direct or indirect cause any problems for other nations.
The reason why the western world is currently so interested in the Syrian conflict is that while Bahrain is currently politically stable, Syria already has a civil war going on which is causing problems for Europe and the rest of the western world:
Both are problems which need to be dealt with by stabilizing Syria. Currently there is disagreement in the world how to stabilize Syria. Some want to help Assad to regain control, some want various rebel groups to govern the country and some backers in the arab world even support IS.
Bashar Assad's father fought wars against Israel, and tolerated Hezbollah's wars against the United States and Israel. Bashar Assad continues to be closely allied with Iran and Hezbollah. Neither Assad made peace with Israel.
Iran intermittently makes claims to Bahrain. If Bahrain's current government were to fall, Iran might conquer Bahrain. The United States might also lose its military base in Bahrain.
In my understanding, there is not a big difference between Assad in Syria and Al Khalifa in Bahrain, in regard how they rule over their people.
They both oppress their people, detain opposition, shoot demonstrators etc.
That somewhat depends on the timeframe.
In the recent cases, Al-Assad has used both chemical weapons (considered WMD) and other military atrocity style warfare against his opponents including civilian population. That goes way way way beyond Bahrain's level of oppression.
Prior to that level of escalation, the West didn't oppose Al-Assad either.
Why does US , Turkey, UK and other western countries insist in overthrowing Assad but are good friends with Al Khalifah. Why do the Syrians "deserve" democracy but the Bahrainis not?
As noted above, because (to the best of my knowledge) Al Khalifah has no record of using WMDs against civilian population, or other war atrocities ascribed to Al-Asad.
Geopolitical alignment. Bahrain's government is aligned with Sunni axis (Saudi Arabia and Turkey included) which is (or at least, was before the rise of ISIS) nominally somewhat-aligned with the West against the Shia axis of Iran-Syria-Hezbollah (+lately, Iraq).
You will note that ever since the rise of ISIS, the West is far less interested in getting rid of Al-Assad and instead started cosying up to Shia.
Either way, it's largely not about "democracy" - that's just one of the, and frequently, the less important, factor.
Al-Assad has used both chemical weapons Any proof besides yellow press? Official investigation never blamed Assad.
UN Fact-finding mission found traces of sarin And that was the only approved result of this mission. Åke Sellström words, you quote, are just his personal opinion, not a part of an official statement. After Saddam's "nuclear bomb" it's just silly to mention such void speeches.
Overthrowing Bashar al-Assad is quite complicated, time and resource consuming. I assume that Al Khalifa will follow later. Just be patient :-)
Re. whether Al Khalifa is a priority at all:
There was a declared US policy change in 2005:
Secretary Condoleezza Rice
Cairo, Egypt
June 20, 2005
For 60 years, my country, the United States, pursued stability at the expense of democracy in this region here in the Middle East -- and we achieved neither. Now, we are taking a different course. We are supporting the democratic aspirations of all people.
http://2001-2009.state.gov/secretary/rm/2005/48328.htm
Re. why is Assad a higher priority:
oppress their people, detain opposition, shoot demonstratorsTalking about Syrua you can use only past tense. Now it's a civil war, so no peaceful political opposition / demonstrators are possible.