The reason Europe is so dependent on the US is because European NATO members have for decades chosen not to honour their spending and capability obligations to that treaty. Certainly this includes Denmark. A quick google suggests this rich nation is spending 1.3% instead of the 2% minimum.
Meanwhile, Russia, a less prosperous nation with a history of muscular military engagement, is spending more than six percent of its much larger GDP on military.
Due to its regular shadow operations in other countries, Russia has a ready supply of veteran soldiers who could be drawn on in a hostile engagement. European nations could have used the ‘NATO’ Afghanistan invasion as an opportunity to develop a similar pool, but made only token efforts.
Germany is even worse than Denmark. It is laughable for Merkel to make these comments. She has been in power for fifteen years. All through that time, Germany has been amongst the worst NATO members against it’s treaty obligations.
Beyond the realities of military capability, there are the political problems. The European group have no history of coordinated executive action. Structurally, they are in a weaker position to coordinate a war even than the US was in its articles of confederation era.