The difficulty in Denmark is that everyone has the option, so the competition is harder, so it requires even harder work luck.
I don’t know. Denmark, and many other European countries, is basically one big middle class society with few very rich and few very poor people. That’s by design. Extreme wealth and extreme poverty are not socially and politically acceptable. Sure, you still need to work hard, but the safety net and availability of higher education throughout your career make that way easier than in other most places, and probably much easier than in the US.
In the US, you see extremely rich people in one neighborhood and a trailer park a few hundred yards down the road. You sacrifice the good of the many for the great of the few. That would not be an acceptable outcome in much of Europe without any action taken to alleviate it.