This is a type of fallacy. Denmark as a country is politically relatively powerless compared to China or the US, or even Germany, but each citizen has about the same or more power compared to each citizen in those larger countries.

The fallacy is to say "I, as an individual in a small country, cannot do anything because these other large countries are, collectively, much more powerful". Well, no kidding. Any Denmark-sized administrative section of a larger country (say, a US state, a Chinese province, or a German bundesland) has the same or smaller influence on the climate. Often a much smaller influence due to how international diplomacy works.

It's a category error. Whether progress is made in Denmark-sized chunks or in US/EU/China/Germany-sized chunks is irrelevant, as long as the average velocity per human is the same on a global scale. It's not high enough at the moment, but it's equally significant wherever it happens.