Except it's not the government, or any politicians for that matter. It is the decision of medical professionals, basically the danish version of FDA decided to stop using Astra Zeneca vaccine. They have that level of power here in Denmark.
They're the wrong group to make the call here, and the politicians should overrule them.
And erroring on the side of caution is what tends to happen in democracies. An authoritarian government is much more suited to taking bold and controversial action. I’ll personally stick with the overly cautious government.