I'm not sure what brought this sudden wave of questions on, but I'm sorry to tell you all that I'm not the right person to ask. I know nothing about immigration from The U.S. to Nordic countries (or from/to any other countries for that matter) and Denmark isn't exactly a monarchical country as much as it is a country that has a lady wearing a crown waving at people a lot while politicians decide things.
And I can spell "Zeus" and that's all my knowledge of Greek gods. Scandinavian folklore is my jam.
So yeah, I'm not much help I'm afraid.