What a bunch of bullsh**t. I will ignore most of it except for that one comment.
Measuring happiness is hard, much harder than monolingual people think, happiness may not necessary mean the same between different people, and I would be surprised if any people who had dealt with Danes in reality would describe us as a happy people. A important aspect here is the difference in how Danes and as example Americans perceive the world.
Very simply said; (and it's very simple, because this is only trend, not something universal) Danes are pessimistic, while Americans are optimistic. This mean that for a Dane who don't expect much good, life is full of positive surprises, while for Americans who expect much, life is full of negative surprises. Of course if you expect the worst, you also make some long term plans, if things should go wrong, this mean that the consequences of failure is lower for a Dane. At last it's seen as bad taste for a Dane to show his wealth (unless it's done subtle), which mean the social consequences of poverty are also smaller for a Dane. That doesn't make Danes happy, but it make them less unhappy.