The problem is that US is like a 800 pound gorilla, you cannot afford to piss of the US.
So your country goes against the US, the US retaliates by stopping trade. People in your country lose jobs, people demand the govt to fix things, what is your govt going to do then?
It easy to say our politicians should be accountable, real life is more complicated though.
Denmark was obviously just an example, but there are a lot of U.S. allies, trading partners and so on, that all have assisted or participated in the war on terror.
Besides, the Democrats could probably just blame it on Bush anyway.
Once Russia starts making some noise, all European countries will need US protection.