It's pointless trying to compare prices between countries, especially for airfares and the like, as they vary considerably between countries. Exchange rates can also make a huge difference and if the Pound is weak against the DKK then they have more buying power. Business in the UK are struggling too, so they are more likely to offer good deals to tourists.
There are a lot of factors to consider over and above "we're getting ripped off". Bottom line is, if you don't like the price then don't pay it. There are plenty of alternatives.