Of course it could just be that they are different places.
Of course it could just be that they are different places.
What has changed is people's views of what's healthy, and Lard is considered hilariously unhealthy, to the point of it being a joke.
But people used to deep or shallow fry with it, use it in pastry, cook with it in all sorts of ways. It was also a poverty food during and after WWII - bread and lard is cheap enough and calorie dense enough to keep workers going through the day.
Looking at some fast consumption stats (current, and I'm lazy here but I'll assume this probably link to historic consumer trends) Denmark is top 8 in milk consumption per capita but don't even show up in the top 40 for pork consumption.
My guess for why they don't use lard: They never really did. If you have a dairy/beef based food culture and minimal pork you probably aren't going to use pork lard because it's just not around.
It wasn't "killed" in Denmark (anecdotal old Danes, please feel free to prove me wrong here) because it was never the de facto fat for these applications.
Edited to add: "Approx. 90 percent of the production is exported and is thereby essential to the Danish economy and the balance of trade." They currently produce a decent volume of pork and then ship it out of country.
I have a couple of pre-1900 recipe collections, with the oldest recipes being from a 1616 cookbook. The old recipes do tend to use significantly more rendered fats than we do today, I think mostly because it's an inevitable byproduct of butchering and preparing meat, and you wouldn't want anything to go to waste. Butter took time and effort to produce, but rendered fat just had to be collected while you were cooking.
However we've always been heavy dairy consumers, so it makes sense that it would be our primary culinary fat. It's such an ingrained part of our cuisine that in the mid-20th century, our TV chefs made "plenty of butter!" their catchphrase.
We also had the great margarine replacement during/after WWII, and the eventual realization that trans fats were even worse than saturated fats. Even though margarine is now free from trans fats, I think most people are still skeptical of it, and prefer butter.
Fedtemadder (lard on bread) is an essential part of the danish smørebrødsbord (open sandwich table). It is common to use lard instead of butter on speciel occasions, like Christmas for example. And it tastes great :-P
Lard, aged cheese and mustard on a slice of rugbrød is still a favorite of mine.
Their own official statistics [1] show 54.6kg/capita (120lbs) in annual pig meat consumption, which would put them at a solid #1 in the pork.org table. However, they admit that the statistics are probably about twice that of the real consumption due to border trade. Realistically they are placed similar to the US.
Ergo, your take is based on a flawed assumption.
[1] https://agricultureandfood.dk/prices-and-statistics/annual-s... (click "Statistics 2017 Pigmeat", page 45)
I retract my hypothesis.