There was no real change of power, Denmark is still ruled by their xenophobic self-declared social democrats busy teaming up with Italian post-fascists to undermine international rule of law. While there is little meaningful difference between Mette Fredriksen and Georgia Meloni she's pretty much as left as Danish politics goes, the only parties left of this mess (the Ø and Å lists, not kidding) are marginal and have never had real power.
Traditionally Denmark has had no political line for themselves, and have followed America completely. They are completely new to trying to think original thoughts in terms of foreign policy, and we should expect to see them stumble a bit. I guess it's refreshing to see them pretend to try.