You are over-reacting here.
If you had followed President Trump at all for the past eight years you would understand his method of operation.
It is classic business tactics.
Make a demand. (Bad cop.)
The other side gets upset.
Offer something they want. (Good cop.)
Get them talking.
Work out a win win deal.
This is basic stuff—how to negotiate anything.
Denmark doesn’t want anything from us.
Americans don’t like foreigners threatening us. (Remember the War of 182?) Why should be threatening a sovereign country, and one that happens to be a treaty ally of ours?