Any individual McDonald's restaurant is just as profitable in Denmark as in any other nation. There are just a lot few McDonald's in Denmark (89), which ensures high demand at each restaurant, so each one has sufficient cash flow to support Denmark's wages. Denmark's relatively high tech economy and highly educated workforce has historically meant that they do not need to worry about creating a lot of lower skill jobs, like those found in McDonald's.
>The actual wage is determined by workers' leverage
Yes, and the easiest way to increase worker's leverage is to restrict the supply of new workers. The most powerful unions are the ones that are able to do so to the greatest extent. SAG-AFTRA for example, restricts union eligibility to those who star in a "union position", but also forces productions to give most of the union positions to union members. Likewise, with Denmark, you're seeing increasing anti-immigrant sentiment.
This was more or less the case until 1981 when Reagan bust the ATC union (followed by multiple private sector union busting attempts).
Worker productivity only puts a ceiling on wages. The actual wage is determined by workers' leverage, of which productivity is just one component.
This is how Denmark can have lower overall productivity and still have $22 / hr wages. McDs just isnt as profitable there.