In general, Danes are not gossips, particularly about the sex lives of people they know.
It’s partly the Danish fetish for privacy, partly the basic acceptance of all things sexual, partly the lack of naughty excitement about all things sexual.
Danish politicians, for example, don’t have sex scandals. French politicians have sex scandals. American politicians have sex scandals. Danish politicians have tax scandals.
They could be bedding down every night with a chimpanzee and the Danish media wouldn’t touch it.