This is Denmark not America, there is literally no risk to their life.

Just because Denmark doesn't have the same gun laws, culture around using guns for self-defense, or prevalence of guns as the US does, it doesn't mean that Danish police face no risk when they raid someone's home. Anytime the cops raid someone's home, regardless of whether or not is it a legitimate raid of a legitimate criminal, it's a violent act and there's risk that the cops will be hurt or killed.