I strongly disagree with this line of reasoning. One's ability to have impact through altruism is closely linked to one's knowledge of where they're intervening. Denmark could easily have more impact in helping Greenland because they know more about what things need to be done in Greenland and can more easily get feedback on whether they've improved things. If you send money to a country that you have no connection to, how do you know that the money is being used effectively? How do you know that you're solving the right problem? How do you make improvements to your spending unless you're getting continual feedback?
There are limits to this of course and I think it can be okay to donate to international charity, but I think the impact of a well-targeted and knowledgable charity is much more certain.