I think this graph may go some way to explaining how Macron can be both a liberal while trying to implement some economic policies that are seen as right wing in France. Although the mix of taxes makes a difference (Denmark has a strong economy) the mainstream economic view is that government spending higher than around 40% of GDP produces a drag on an economy.
There are other causes. I believe France spends a considerably higher percentage of GDP on its military than Denmark or Germany, e.g.
Macron is Macron. I don't really see anything wrong with his policies (the striking workers in this instance are really acting ridiculous), but I do agree that his tone has at times been less than great, distracting and prevented him from being as effective than he might otherwise be.