I was at a tour of Skærbækværket many years ago, and as I remember it, when you produce power, you need to be able to control the voltage somehow. If there is a surplus of power and you cannot turn down production, you need to dump it or the voltage will go up, destroying electrical systems. One of the simplest ways to do this is to heat water, and when you have well established district heating it's almost a no brainer what to do.