Socialism is a broad term with no exact meaning.
I think it is more of a case of different meanings by different speakers.
Consider the Cambridge English Dictionary definition of socialism in British English and Business English:
and in American English:
(The Merriam-Webster definition is very similar to the Cambridge definition for American English)
Sanders sounds like he uses socialist somewhat in the sense of the Business English definition, but many American listeners will probably interpret it as the American definition. I don't know which version the Danes think he is using or if it matters.