They're not approving illegal activity in Denmark, they're tacitly approving activity that may or may not be legal on a jurisdiction that is outside of the scop

They're not approving illegal activity in Denmark, they're tacitly approving activity that may or may not be legal on a jurisdiction that is outside of the scope of its parent state. Regardless, that doctrine isn't used in most of Europe; the linked article even points that out: where illegally obtained evidence is usually admissible in court (depending on each state's law) but the gatherer faces charges for that.