Because they are terrified that there will be unpredictable and turbulent times for the major industries?
Just look at the public opinion polls, EU citizens are ready to take on Americans and even the most pro-US countries are barely on the green in public opinion towards US. The problems is that the old guard, the establishment is fanatically pro-US and pro stability. Which means that the current politicians are in odds with what the public wants and eventually either the public will have to become pro-US again or the anti-US politicians will take stage. US Doing stuff like tariffs that can destabilize the stability folks can push things to much earlier.
Nations (even left wing) need the ability of sovereignty to apply their ideas/iterate on them.
Make the existence of their sovereignty a threat and all factions will stand united setting their differences aside (usually).
Like its one of the most effective ways to unite a complete nation against a cause, in this case its against America and its calling the wrath of not just the danish people but the whole EU as it feels not just a threat on Greeland but EU itself.
Just look at the public opinion polls, EU citizens are ready to take on Americans and even the most pro-US countries are barely on the green in public opinion towards US. The problems is that the old guard, the establishment is fanatically pro-US and pro stability. Which means that the current politicians are in odds with what the public wants and eventually either the public will have to become pro-US again or the anti-US politicians will take stage. US Doing stuff like tariffs that can destabilize the stability folks can push things to much earlier.