Denmark is geographically a relatively small country, and it is not uncommon for children to travel alone across the country in dedicated trains[1] for the children during the weekends.

That said, its really not uncommon for other family members besides grandparents and even friends of the family to take care of your children in Denmark.

[1]: (In Danish) https://www.dsb.dk/find-produkter-og-services/dsb-borneguide...