> If a cop asks me if I want to buy drugs and I say yes, they most definitely have no case whatsoever here in Denmark even though I were willing to buy.
That is also exactly how it works in the US. Intention and action, both are required.
If a cop asks you if you want to buy drugs, you say yes, he pulls out a baggie of white powder he claims is an 8-ball and then you hand over a wad of cash you are going to jail as soon as you accept the baggie in exchange for the cash. It was not a crime until you paid for the 'drugs'. The cop is giving you the opportunity to commit the crime, but the choice to do so is entirely made by you. That is not entrapment.
The key factor in most cases is if the actions of the police officer would have coerced a normally law-abiding citizen into breaking the law. An easy test for entrapment (but by no means a conclusive one) is if you swap out the cop with a criminal would the same transaction have occurred -- if you are ready to buy drugs from the cop it is likely that you would have bought them from a street dealer as well. Who was on the other side of the transaction didn't matter to you.