Another reason has occurred to me: it may well have been that in 1946, with the post-war alliance structure not entirely clear yet, Denmark considered that sell

Another reason has occurred to me: it may well have been that in 1946, with the post-war alliance structure not entirely clear yet, Denmark considered that selling Greenland removed a large part of their continuing value as a US ally. This would explain why they didn't want to sell it, but were happy to allow US bases to be established without payment. The reciprocity the Danes were counting on was ongoing protection by the USA as a valued ally.